If you look at how human intelligence works, there are several mechanisms that would encourage the belief in gods, spirits, or other things like that. There are a lot of holes in the human makeup that get filled by these concepts.

Here are a few ideas along these lines:

The human mind is designed to assemble patterns, even seemingly unrelated ones, into whole pictures or concepts. Intelligence and how it operates is tilted, almost by definition, toward causality and away from chaos and randomness. It would not be surprising to have such minds construct "causes" for almost everything that is seemingly random.

There is great comfort in the idea that someone is Running The Show. The alternative is blind chance, which is not comforting.

Humans are descended from primates that have definite instincts about tribal heirarchy. I suspect (no research involved) that down deep, humans are uncomfortable unless they are either leaders or led. Ironically, this is not very compatible with reason and intelligence, but then evolution is not a well-organized process.

I wonder if gods fill a need to have an Alpha without actually needing a human Alpha. I can see where this might work out nicely, and perhaps even encourage individualistic societies. "We have no king but God" sort of thing.

We can see that there is a lot of complexity and overlap, and things that don't fit neatly into these theories. For example, Islamic totalitarianism seems to combine a deep belief in God with human tyranny quite nicely.

Somebody should give all this a lot more thought.