Childhood indoctrination's a huge part of how religion is perpetuated. Virtually every religion is chalk full of fanciful stories that are only believable when you're a child and said stories are disseminated by someone you trust implicitly, like a parent or someone -they- profess to trust implicitly.
Even without that indoctrination, though, people seek out spirituality (and therefore religion) for numerous psychological reasons. Science might explain the sun's movement and the lightning and thunder that come with a storm, but ever has the one of the greatest draws to any religion or spirituality been the human tendency toward fear of the uncertainty of death. Science will possibly never provide evidence definitive enough to drive away the human penchant for self-importance that drives many to the subconscious (and often active) belief that the unique level of reasoning and understanding that elevates humans above any competing species must be more than the result of the same sorta biochemical reactions happening in our skulls as those of (other) animals. One of the trappings of a reasoning, individual consciousness tempered with survival instinct seems to be an elevated sense of self, as though we're all the heroes of our own story. This makes the idea that our consciousness transcends the physical literally a more psychologically pleasing explanation than the alternative, and thus easier to believe. It also gives rise to the concept that this transcendent consciousness also transcends physical death, which in turn gives rise to the question of what happens to this transcendent "me" after my body stops reacting to stimuli and seems to be devoid of that super-physical consciousness. Enter uncertainty and fear of death, for which every religion offers a comforting explanation.
To a lesser degree, the question of where we come from has hardly been settled in the minds of most. The majority of humans haven't been directly exposed to the physical evidence supporting the evolution theory, and even if they had, the vast majority wouldn't be qualified to understand wtf they were looking at. Therefore, buying into the theory of evolution, for the average person, requires having faith in the people who tell you that scientists all believe it, having faith in the scientists who find the theory reasonable, having faith that the scientists who pioneered the theory analyzed the physical evidence properly, and having faith that the physical evidence even exists. The fact that TV says the scientsits agree doesn't necessarily make this theory any more compelling to the average person than a bearded magician in the sky who grants wishes having birthed the universe in 7 days through word alone. Most people also have a hard time conceptualizing how nothingness exploded into matter. It's actually easier for the average human to picture an anthropomorphic sky-ghost giving birth to existence, simply because nothingness and true spontaneity are literally difficult to envision. I find evolution to be the most compelling explanation I've heard, but I still have a hell of a time wrapping my mind around the Big Bang theory.
Add to that the human desire for contentment, which is generally achieved through continued success in matters and fields that are important to one on an emotional, subconscious level, and suplemented by the continued approval of those one loves/respects. Many people don't achieve these things, whether hindered by limitations in ability, procrastination, or imposed psychological barriers. Spiritualism offers the promise of contentment without the need for material success, which is largely competitive and not guaranteed. If one can make piety their highest value, one can achieve success without having to compete against people of possibly superior ability. Potentially, it's a path to happiness for the procrastinator, the underachiever, the coward, etc, that doesn't necessitate confronting the character flaws holding them back or competing with the other people seeking success in the same matters.