Your planet is a tiny speck in a void of interplanetary space. Your sun is one of a hundred billion other stars in your galaxy. Your galaxy is one of 50 or 100 billion other galaxies in the universe. Does this make you feel enlightened or depressed?
A long tradition of thinking tells us that due to man's animal nature we need to have order imposed from above, in the form of religion. Without religion, we could not live together, and that is why all human societies believe in the supernatural and have developed one religion or another.