Evolution is haphazard at best, and the only thing a trait has to have to survive is more strong points than weak points.

Intelligence, the ability to take in information and integrate it to make new ideas, is obviously a survival trait (so far). Human inhabit almost every conceivable bioregion of this planet, from the deserts to the deep arctic.

One glitch in the powerful pattern-making ability of the human mind is the need to make patterns where there really aren't any. Nature is said to abhor a vacuum, and the human brain abhors chaos. Things need causes! The more interesting, the better.

So, shit doesn't just happen. In the back of the human brain, it's reasonable to think that something has to be throwing it. Probably a god, or a spirit, or something else that, by sheer coincidence, has all the irritating aspects of a human being. Except with the ability to throw lightning or make the crops grow.

Humans soothe themselves with the idea that something or someone is running the show, even if it's often malevolent. They soothe themselves with the idea that they can make deals with this someone--sacrifices, rituals, promises, whatever.

Religion, superstition, mythology, and even some political ideas aren't aberrations of the mind, they're almost built in.