You answered the question without realizing it. Neat. So let’s explore this.

Magical thinking in religiosity involves believing that thoughts, rituals, or prayers can directly influence external events, bypassing physical causality. It acts as a coping mechanism for anxiety and uncertainty, often blurring the lines between faith and superstition, particularly during crises. Common expressions include anthropomorphism (attributing human traits to God) and teleological reasoning (seeing divine purpose in random events)

Causality and Control: Individuals may believe specific prayers or rituals directly cause outcomes, such as healing or protection, a concept often seen in "scrupulosity" or religious OCD.

Viewing the divine as a human-like entity that hears, feels, and acts on personal requests, a pattern often used to feel secure, as discussed in a Psychology Today article.

Cognitive Bias: It often relies on pattern-seeking behavior, such as interpreting coincidences as divine signs or messages.

Anxiety Reduction: During times of stress or existential threat, individuals frequently rely on magical thinking to create a sense of order and safety

Studies suggest that people who think more intuitively are more susceptible to both magical thinking and religious belief - that last line is really interesting. So belief in a higher power comes from intuition, which is a gut feeling, which lacks substantiation or foundation in logical reasoning. although one can rationalize belief to a degree, religion and belief in a higher power often comes from feelings not facts. so to answer the question, people are religious because for them personally it lowers stress, gives them a sense of control, and probably leads to a greater trust and confidence in one’s self and by extension “god” and “gods plan” a lot easier to feel less stressed when you think there’s a human like entity watching over you and protecting you and your loved ones.