Why do people all around the world develop religion?

Animal species that have a hierarchical social structure have an inborn desire to believe in and follow their alpha leader. This is true of humans, cattle and dogs, for example. Leaders come and go, but the inherent desire for an alpha leader remains. The evolutionary advantage of this is easy to imagine. So when the herd is absent, the desire for the confort, guidance, protection and presence of the alpha leader is interpreted by humans as a desire for the divine. What else could it be? The converse of this proposition is that non-social "leaderless" animals such as racoons, marmots, groundhogs, and domestic felines have no inherent need for imaginary divine creatures. They live alone and only have contact with others for breeding and nurturing young. All cats are atheists. All dogs think humans are God.