I think that as the species developed and our brains grew, we went beyond “where?” “when?” “who?” “what?” “how?” and floated into the dangerous waters of “…why?”
As all of our energy was consumed by the trivialities of survival, we could only come up with rudimentary answers. With only ourselves for comparison, the only answers we could come up with were things we could relate to. “When I’m angry, I throw things; surely lightning is being thrown by something far larger than I; this thing is like me, but much larger in every way.” It’s not a horribly logical thought process because there was no mental power to spare refining it - too busy running to mate or eat, and from danger.
The brain decided, “Eh, good enough for me!” and slowly wired in the ability to believe in a thing not only not YET seen, but NEVER seen. We could believe in the prey we had not yet sighted - now we could ALSO believe in the being never seen at all. It was necessary so that them growin’ brains could keep up the low-level “why?” without short-circuiting on The Big Question: “Why are we here?”
As we’ve gotten smart enough to manipulate our environment to suit us, rather than vice-versa, we’ve had to concentrate less on survival and our brains have been given a little bit of breathing room. Over the last 4000+ years or so, there have been people who finally have the sheer luxury of thinking about whatever they want to think about. They’ve been able think think about HOW they think, which is how we got the scientific method as opposed to philosophy as opposed to theology as opposed to sheer flights of fancy.
I think as we’ve gotten them bigger brains, “Because” has become an inadequate answer, which is why around 2000 years ago there were several messianic stories. I think we got smart enough to require something like proof. Second-, third-, and fourth-hand stories were enough; at least SOMEONE had seen all of this happen, right?
Our brains keep growing and we keep getting better at thinking … but they’re still wired to believe in the never-seen because they’ve been hard-wired for the most part at this point. To a great number of people, belief in a deity feels completely right and perfect because it sits comfortably in their brains, which have wired themselves that way. Like the puddle thinking how amazing it is that its pothole is exactly the perfect size and shape to contain it.
Anyhow, that’s my wild guess.