After reading the question several more times and thinking about it a while, I think I understand why it belongs in the religious studies section so I moved it back. Let me know if I'm wrong, but I think you're asking what causes the phenomenon of religion to begin with, especially in today's world of advanced scientific knowledge. This is a question that is being asked by--I would risk to say--almost the entire establishment of secular learning. I would further risk to say that the present war between the Bush administration of the US and Iraq has pushed this question to the forefront of academic urgency.
Each discipline approaches the problem in its own way. The
Society for Interdisciplinary Studies seeks to understand the origins of religion by looking at the relationship between catastrophes of our planet and civilization and what is known about religion today. I did a review of their website
here. On their Introduction page they list a number of disciplines and how these discipline contribute to the research. This might be helpful in answering your question.
I will share own hypothesis or tentative conclusion as to why people persist in some kind of religion. I did not do a formal research project but I did do major amounts of reading and I did talk to a lot of people on an informal basis. I did all of this by way of my own seeking. I was seeking, seeking, seeking--some basis by which to know that God existed. I figured if there was evidence for the spiritual world to exist, then it was possible for God to exist. The Bible said God is spirit.
One thing I learned via my seeking was that there is a kind of "mystical" feeling, if you will, or "religious experience, that some people get and some people don't. I am one of the people who get this feeling quite easily. It seems some people get it only under certain conditions such as the performance of ritual. And this ritual can be anything from dance and music to sermon and prayer and chanting to drumming and infliction of pain in the belief that it is for a "higher purpose." Hypnosis and trance are induced. Altered states of consciousness are easily induced by most of these items. Group singing can induce the feeling of connectedness. I consider that feeling to be a mild "altered state of consciousness." These altered states of consciousness are "proof" of God or deity for believers.
I base this hypothesis in part on the fact that so many Christians in the past told me that going to church is important to be a real Christian. I think the reason for this is the altered state of consciousness they experience via the various rituals and exercises performed during the sermon, including the sermon, prayers, and singing. I got my ideas about the role of ritual and altered state of consciousness from a course in anthropology of religion that explored this specific phenomenon. The text we used for that course was
Ritual and Belief: Readings in the Anthropology of Religion, edited by David Hicks, 2002. I took the course because I found the text in the school's bookstore, in case that tells you something, and I was not disappointed.
Further evidence of these mystical feelings comes from the work of psychologist
Michael Persinger of Laurentian University in Sudbury, Ontario Canada since 1971. Based on the stories and posts I read at exChristian.net, I understand many people leave Christianity because for some reason they disagree with Bible God, but they are convinced that there is "something out there." I think this conviction for "something out there" is based on these "mystical feelings." It seems these can manifest kinesthetically, visually, or audibly.
I think when it is not understood by the individual--or not accepted--that this is a normal function of his or her psyche, then it is a strong motivator for belief in some kind of deity.