Everybody used to believe in gods, some people still do, the predisposition to beliefs in illusory protective father figures is still present in our genomes.
Uhh, there is no used to (past tense). Its important to have a faith-based belief system you can fall back on when you are subjected to torture.
I'm with the greeks on this, which is what they try to communicate in and through their stories.
TL;DR
The gods exist, they walk among us, they are powerful, they look just like humans, they are intelligent cruel deceptive and capricious. They are not there for your benefit.
You survive your encounters with them by being observant and measured, and follow a framework based in objective reality which could be intelligence and a fair bit of luck; or you don't.
Not all religions have all powerful protective father figures that will shield you from everything stunting and coddling you. Most in fact don't if you pay attention.
This gem is littered throughout greek mythology especially heavily in the Odyssey.