A possibility I haven't noticed being examined in this thread is the idea that notions of the supernatural are just a big confidence game.
Considering religion, one can easily see how it could arise in the first place from mere ignorance of the workings of the physical world and the insecurity that that ignorance would give, together with certain tendencies of the human mind. One can just as easily see how it could be later seized on as a means to give power to priests and rulers.
Once there are powerful people dependant on the populace believing in the supernatural for their power, one would expect those powerful people to see to it that belief in the supernatural is perpetuated. Added to this is, of course, routine deception for gain. So we get churches and inquisitions and merchants of new-age nonsense and death threats for apostasy: the whole disgusting farrago.
These purveyors of the supernatural promote the idea that it is
all right to believe things without any rational basis for doing so.
Seen from this point of view, religion is a rather curious con game. Even many of the perpetrators are victims themselves.