There seems to be an instinctual impulse to think there is something greater beyond the world of nature we live in, and in fact there is. For all the beginning millennia, there was little knowledge of the principles of that transcendent reality, but only intuitions, and explanations from imagination. From the minds of shamans and those who came after them, came gods, goddesses, and eventually a monotheistic conception, expressed differently in specific religions. There are no tests for the validity of these conceptions, so they do not have to accord with objective terrestrial or universal principles. Those principles are now revealed, with theoretical, mathematical, and logical validity, by science and secular philosophy. This gives us nothing to worship and obey, but it shows us the abstract principles, to a degree, that actually do lie behind apparent reality, so we can cooperate with, and somewhat control them, improving our personal efficacy in our chosen endeavors. We have considerably more success by working effectively towards an objective than by praying for it.
There is evidence that humans have a "genetic" predisposition towards believing in fantastic delusions. Religion can often be the ultimate in fantastic delusions. But really, those delusions can take many forms. Believing in aliens, believing in the value of money, believing that politics works for the common man, believing in the superiority of men over women, believing in the supremacy of one race or another. These are all delusions that are far more harmful than the delusion of a personal god, at least in the modern age.
All we have is what we know works, and we can't do any better. Goddamn all those chaotic random factors!