The short answer: It's in our genes....
The long answer:
Religion and god is as real as the tooth fairy....primitive man needed the 'religious experience' to survive in a hostile universe. The unknown was explained by the supernatural, the idea of an afterlife cushioned people from the grim aspects of death, in short, it was a survival mechanism developed within the temporal lobe of all human brains.
Modern man has developed rational thought and controls much of the environment, to the extent of knowing how 'things operate'. But obsolete genes do not die overnight, therefore you'll always be seeing people believing in religion, god and the supernatural.
I read about some interesting studies by scientists of the temporal lobe regions that are 'mis-firing' or giving off 'unbalanced' neuroligical signals. Some of the studies are intrigueing, they can duplicate 'religious experiences' in blind tests of humans.
It was already known that the more primitive limbic system of our brains contain the raw emotion where our religious beliefs spring forth. The development of the cerebral cortex (or the thinking and rational part of the brain) is only a recent development in humans, say the last 40,000-100,000 years.
It is also well known that the 'god-gene' (for lack of a better description) is triggered during times of duress, high anxiety, near death or starvation, and other high emotional episodes. It was our survival instinct that developed this so-called god-gene. Now, scientists can atificially trigger that response under laboratory conditions by narrowing the focus to the temporal regions of the brain. Further studies are being conducted to study this gene and its effect on our development as a species