1)
Religion is "conduct indicating a belief in a divine power", "respect for what is sacred, reverence for the god(s)")
[1] is a set of beliefs concerning the cause, nature, and purpose of the universe, especially when considered as the creation of a
supernatural agency or agencies, usually involving devotional and ritual observances, and often containing a moral code governing the conduct of human affair.
2) Atheism is not a religion. Theism is not a religion. But then, perhaps Buddhism and Confucionism are not relgions either under such definitions. Perhaps the critical defining characteristic is that religion is really an organization of believers, beliefs, codes and customs. In such a sense secular humanism, platonism and stoicism are religions.
3) Now, to the OP's question. I could be flip and say that we are evolutionary wired with a "god" gene, so that we are not complete unless without union with the Universe, the Infinite or God. I bleive that this is the reason for the believe in more than materialism, which is the scientific system that ignores half of reality, spritual events. I also could be callous and indicate that religions have been set up to control the behavior of the masses and to help organize societies.
3) I suspect that the OP (and many others) are coming from a perspective that they, in their personal view, have decided what is real and what is not, and the billions and billion who believe and have believed in spiriutal events are delusional.