Well, religion itself from my perspective is how others may cope with this damned world and combat existential angst. Belief in a higher power is scientifically proven to be hard-wired into our brains, it also allows for multiple groups of different cultural or societal backgrounds to be firmly held together by their common beliefs. I myself am Christian and my religion firmly revolves around faith in God and belief in The Son.
The same reason we fear death. Existentialism.
Its been proven that higher intelligence is linked to increased cases of depression and many believe that this is exemplary of the idea that the more you know about reality, the more hopeless you feel. This isn’t a responsible interpretation of that relationship, but I think it suffices for metaphorical truth.
The truth is that cosmic nihilism is most likely correct and existence is pain. If “God” relieves that pain, it makes sense that people would become obsessed. And this is true for atheists as well. Anyone confronting e xistentialism has to develop some proxy for God or be forced to endure the pain of raw existence.