Humans are religious because our ancestors who were religious reproduced more successfully than our ancestors who weren’t.  This is the only explanation of the world’s thousands of religions that works and is satisfying. (The reader might want to also check out the books Darwin’s Dangerous Idea by Daniel Dennett and Darwin’s Cathedral by David Sloan Wilson.)
But this raises a shocking conclusion: There is no such thing as any religion.  There is no such thing as Christianity, Judaism, Buddhism, Wicca, Sikhism, etc.  Yes, there are Christians, Jews, Buddhists, Witches, and Sikhs . . . but none of them actually practice a religion.
Among most of Earth’s religious people (which is to say, among most people), the idea that there are religions goes hand in hand with the idea that one religion is right and the others are wrong.  Even among “enlightened” religious people who embrace some version of religious diversity, the idea persists that religion is correct or at least necessary.  To get around the idea that the thousands of religions vary wildly, such “enlightened” people often say: “Perhaps we’ve all got our own interpretations of the fundamentally spiritual core of the universe, but that there is a spiritual core of the universe is not in question.”
Indeed, it is common to argue as follows: “That so many people are religious, even if they differ considerably, surely points to a universal truth: that there is something holy and sacred out there, that there is, perhaps, some being whom we but understand incompletely.”
But we now know this is exactly like arguing “That so many people eat large quantities of fat and sugar, even if they differ in what manner they consume them, surely points to a universal truth: that large quantities of fat and sugar are good for us.”  Most humans regard this latter argument as so silly that they cannot see the tight analogy between it and the first argument.  Yet the two are exactly the same.
The curious part is that so many of us let science tell us that fats and sugars are not good for us when consumed in large fried quantities, but turn a deaf ear to science telling us that there is no such thing as, e.g., Christianity.  True, we can explain via evolution why religion has the grip on us that it does, but few take that explanation to heart.  Yet, when we do, when we allow the truth to wash over us, we see that there is no such thing as religion.  There is no Navajo religion, no such thing as the religions of the Aboriginal peoples in Australia, the religions of the ancient Pueblo peoples, or the Chinese traditional religions. All religions are illusions supplied by our genetic makeup and the culture in which we were raised.
Richard Dawkins pointed out that we all know what it is like to be an atheist – when we consider religions other than our own, we instantly become robust atheists asking all manner of embarrassing questions of our non-coreligionists.  I am urging us to go further, though – to see a deeper truth.  In the privacy of our own minds, even if we outwardly embrace religious diversity, we can come to know exactly the truth “Religion X doesn’t exist,” where X is any religion that is not ours.  Then, generalizing (“why should my religion, out of all them, be the correct one?”), we can jettison our own religion, too.
Atheism, then, doesn’t really get at the heart of the matter.  It is not that there are no gods or goddesses, but rather that there are no religions.  What we call religion is people engaged in various rituals at various times of the year and at various stages of their lives, wearing various ritualistic clothing, and uttering various words and phrases.  But this is all a kind of vast pretending, a pretending so complete that most of us cannot even see the pretense – a pretending fueled solely by our genetic makeup and our group membership.  This is why I say there are, e.g., Christians, but no Christianity.  Yes, there are people asking for, indeed begging for, forgiveness for their sins, but there is no one doing the forgiving and there is no supernatural mechanism whereby sins are forgiven.  Indeed, there are no sins.  Yes, there are Buddhists earnestly meditating in search of nirvana and the cessation of death and rebirth, but there is no nirvana to achieve, and no one ever has to worry about being reborn.
Religions are illusions, therefore, brought to us by our biology and our culture.  So, how much of religious “reality” is supplied by our minds?  The answer appears to be “All of it.”
(This blog post is a condensed and edited version of ch. 8 of my book Excellent Beauty: The naturalness of religion and the unnaturalness of the world.  Copyright: Columbia University Press; reprinted by permission.)