Ritual 3.1 - Sin's Locus
According to C. Ward and Beaubrun, possession exorcism affords positive advantages to the individual in such cases: direct escape for a conflict situation and diminution of stress and guilt feelings by projecting blame onto the intruding spirit. The critical advantage of the Pentecostal Church or the village holy man over doctors and folk healers is community support. The group accepts the cause of a person's difficulties to lie beyond the individual's responsibility or control and also accepts the collective burden of comforting, caring for, and eventually curing the individual.
-Atran pg 166
As Atran points out, one potential benefit from the development of sin is how it separates an individual from responsibility. Obviously this is sure to have some negatives associated with it. However, it certainly does make it easier for people to hate the sin and love the sinner.
Along related lines, it seems to give society the chance to create programs, traditions, or attitudes that can help remediate a given set of problems. For instance, many of the supposedly sexist sexual guidelines of the past are probably rooted in well meaning, and for their time period, successful attempts to deal with the risk of unplanned pregnancies. This is not to say the past had all the right answers, only that methods were created to deal with the problem.
It seems reasonable to assume that some people in the church use Satan as a foil to externalize some locus of control. Indeed I wonder if many of the people who conceptualize all sin as the results of an extremely active devil may not also be the ones who wish for more social engineering to combat the problems they see surrounding us. As a corollary, people who see sin as a real representation of their true character may be more inclined for personal rather than environmental solutions.