I just invented this, answering to Izzy's post. Gave me a laugh :-D
I do not know why people are so crazy about supernatural...probably some imprint from Others coming to Earth, maybe we were co-habitating with them at some level (humans as pets? :-D ), and now we miss them. They were too humanistic to have us as pets, so they left us in peace, to develop? Hah!-this I just invented now, but seems plausible as anything else! If your dog would start to show he is becoming civilised, that he is becoming a "person", in his dog society, what would be the best to do? You are aware it would take eons to develop, and that your presence would disturb it only. So, what you do? You fly away, and come after few eons, to greet this new species as a friend, not the OWNER.
So, maybe religion is only our "tongue out" for our old, good, masters? We also wave our tails... ;-)