A gifted man once wrote "When you believe in things that you don't understand then you suffer" (p. Stevie Wonder - Superstition 1972). Obviously, given the fact that a majority of humans believe in some form of religion, we have not yet evolved collectively to transcend this suffering.

The rule of thumb is, if it occurs in all time periods and in all cultures, it’s most likely a result of evolutionary processes. We have a strong biological predisposition for imagining a benevolent caretaker (even when one is not present) which is part of the parent-child bonding complex that contributes to the survival of neonates.
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I think that since the beginning of times humans were fascinated, could not explain nor accept death and also could not explain many things in nature like the thunder, rain, crops and any form of religion was a way to explain what they could not, and believe that we could change or guide our future by asking or praying. Religions of all the primitive cultures had natural phenomena as gods, even today Shinto religion. Then the monotheistic religions came about with the sins, punishment, fear and wars to kill & destroy other faiths, including among christian faiths...

In my opinion the majority of believers are religious because they can’t comprehend the alternative. They would go insane if they actually had to use their brains and see the truths in the world