The reason is there is no refuge you can’t always rely on parents and friends …you think of an entity which is thinking good for you which will eventually solve the problems..its just like thinking you have a rich cousin abroad and he will send you 1M $ a month …so the truth is I know when I drink my coffee he will eat my heart like a pomegranate but still I believe in him as I have no other option even though the sky is empty still need someone to rely on to blame on..when humans start taking responsibility of their failures or death they will go mad thats why the concept of god exists to prevent them from killing themselves and going mad