Because people created God to explain nature when they didn't understand it, and then later to give them hope when there was none. Now that we have come to understand nature more, like Neil Tyson said, "God is just a pocket of receding scientific ignorance". I think it's more reasonable that there is something we have yet to uncover about nature, and when we discover it, it will be extremely profound. I mentioned this in another thread "What does 2+2=4 mean?, but I take the side that the universe is a purely mathematical structure (MUH). And if that is somehow proven to be the case, I think our knowledge will dead end when we "can't know" what the physical mechanism is that makes it manifest itself as reality. But at least at that point we'll know our knowledge didn't terminate at some type of intelligent being.