As a naturalist, I, of course, favor a neurobiological explanation. Belief or skepticism is probably a function of brain architecture. The link refers to a study showing that people who've had born-again religious experiences have a larger hippocampus. Obviously, if this is a real finding, we don't know if it's a cause, an effect, or just associated with religious belief. Our understanding is very rudimentary. But it certainly seems to me that believers and non-believers just think differently in some respects. So it would make sense that their neural circuitry is different. I'm not suggesting, or even implying, that one is superior to the other. Just physiologically and functionally different.
Is There a Difference between the Brain of an Atheist and the Brain of a Religious Person?: Scientific American
BTW: This would, in a way, relate to a Calvinist's unconditional election. It would be how God's elect come to faith in Jesus. He simply hard-wires their brains to be believers.