A fascinating article in the New York Times magazine a few months ago discussed the evolution of religion. That is, how did religious belief become such an important part of human culture? The answer seems to be that humans are already wired for religion.
The article surveys what we know about how humans think, and how this might predispose us to belief in the supernatural. And the rituals of religion may confer other societal advantages. Which makes being an atheist a bit of a challenge, even in our enlightened age.