I have no problem with this notion. First, we are dealing with deep time here and the first ideas of applying agency to inexplicable occurrences may well have begun more than 300,000 years ago. The scientific approach to knowledge and understanding has only a scant 200 years. Thinking can become deeply ingrained over deep time, and it requires a lot to change such thought processes.
The problem with the human mind is that as amazing as it is, it does not like open ended problems. Eye witnesses are the worst because it is easy for people to be manipulated. If there are open ended questions, you brain will fill in the missing details and you will be convinced that it happened that way. The human brain does not like unanswered questions as to the origins of life and matter itself. Add to that, the drive to live and the fear of death. It makes our minds perfect for the fantasy of religion.
It's true... we don't like missing details and we fill them in. So religion would be one of the side effects of having a human brain that wants hard answers when there are none.