Most people fear and/or worry about the unknown, even when it doesn't appear to threaten them directly, so they regularly seek quite specific answers to unanswerable questions.
Other people recognize and then take advantage of those fears, and consequently we have organized and codified superstition, bigfoot, and UFOs. Religions are just specific forms of well organized and codified superstition.
These are very common human characteristics, and they're not particularly linked to intelligence, either. Some are comfortable with some questions being unanswerable, others are likely to buy into some belief system that has no basis in objective fact in order to attempt to enhance their comfort levels with everything from death to the presumptive genesis of the universe.
The problem with that is then the people who dictate the underpinnings of the belief system and those that follow them will work to have them codified in law (monogamy, heterosexuality, censorship, fiat financing, self-intoxication, "official" work stoppages, arbitrary lines in the sand for the exercise of personal liberties, etc.) which in turn steps hard on the liberties of those who don't need these belief systems and are entirely uninterested in participating in them.