Four people, Q, X, Y, and Z, see an apple falling from a tree.
Q: “How do apples fall from trees?”
X, Y, and Z (who are all scientists): “According to the equation F = ma.”
Q: “Why must it fall according to the equation F=ma? Why not F=2ma?”
X: “Because God made it that way.”
Y: “Because Santa Claus made it that way.”
Z: “Because that’s just how things are.”
Notice how X, Y and Z’s explanations are each technically consistent with the observation of F=ma, even though X, Y, and Z contradict each other. X and Y can each come up with their own definitions for God / Santa Claus, in a way that does not contradict F=ma. Z on the other hand is satisfied with just the equation F=ma, and doesn’t see a need to come up with a reason for F=ma.
So X and Y represent people believing in different religions. Z represents an atheist. Even though they all share the same observation of an apple falling according to the formula F=ma, they are free to come up with different personal explanations for why it is F=ma, and not F=2ma, for example.
Whatever explanation / religion they come up with, F=ma is still F=ma. If they want to calculate how fast the apple will fall, they will all use the same equation.
Science is an elaborate set of equations that describe how the world works. Regardless of our religions, we all share the same observations about our world. This is why we can agree on the equation F=ma.
But Science does not explain WHY the world should/must work the way it does. So when we ask WHY it should/must be F=ma, it is no longer a Scientific question. It becomes a Philosophical (more precisely, “metaphysical”) question. Such a question deals with things that are by definition unobservable. This is where religion comes in. Different religions are basically different explanations that people have thought up to answer such philosophical/metaphysical questions. But because the metaphysical realm is unobservable, there is no way we can objectively tell which explanation is “correct”. As long as a metaphysical explanation is logically consistent with the physical observable world, it cannot be said to be “false”.
Of course, one metaphysical explanation (i.e. religion) can contradict another, because one can have assumptions that are logically inconsistent with another’s assumptions. E.g. a theist can assume that there is a God, and come up with a definition for what “God” is. On the other hand, an atheist can come up with his own assumptions that contradict a theist’s definition of “God”. Some atheists are not even interested in having a metaphysical explanation. They simply reject all metaphysical explanations as unobservable and therefore unprovable and useless.
(Further reading: http://rzim.org/just-thinking/doubt-and-the-vain-search-for-certainty/)
So, why do most people find themselves drawn to a religion? Essentially, it’s because most of us crave a purpose greater than simply living a short life then dying and ceasing to exist. People are greedy, and are not happy to accept that a short life on Earth is all there is to it. People prefer to have some grand metaphysical narrative to give greater meaning to their lives; some atheists prefer to use the words “fairy tales” to describe such grand metaphysical narratives. Ultimately, it is a subjective endeavour that largely depends on each individual’s preference.
We are all human beings, so by definition, we share many similarities that make us “human”. Because of these similar “human” traits, there is hope that we can live peacefully with each other, and appreciate each other’s subjective religious preferences, even though our tastes may often differ.
Some people prefer peaceful religions, while others unfortunately prefer violent ones. Interestingly, Science tells us that violent religions tend to result in people killing each other. So usually the peaceful ones are the only ones left standing. In this way, the forces of evolution continually shape society’s cultures and values. Until perhaps one day we accidentally detonate a bunch of nuclear bombs and wipe ourselves off the face of this earth …
2015_09_18_Edit: I just came across this article that touches on the difference between “why” and “how”, among other things. Good read. http://www.samharris.org/blog/item/everything-and-nothing
Caveat Lector 