It takes guts to live without the belief that the gods are holding your hand. --Gladiator
Good one. When first leaving religion, it was scary. Now it's normal to live without an invisible helper. It gives so much more also in the way of learning self-reliance and developing one's own strength (which, imo, is all it ever was). It's like Dumbo's magic feather (theists, please forgive me), it's time to lose it someday and learn one own's abilities.
Granted I would love to have a belief and to me, it's not really a choice. As someone said here: "I just couldn't continue to convince myself it was true."
As to the title of the thread, that would take a lot of anthropology to understand, although it's stranger now since so much has been "demystified" e.g., the rainbow (Richard Dawkins), thunder, lightning, really most all of natural forces.
It seems to me that a lot of believers like the comfort of having a helper, humans do not want to die so the hope of immorality is appealing, they seek justification at times to war or conquer "lesser" peoples, some may have been ignorant of many sciences (as I was), they like being part of an elite class of people, etc.