> The main reason I could come up with is explaining what cannot be explained and thus control
> what cannot be controlled.
I doubt its that simple. A human mind is a very odd place to live, maybe you have noticed. All these sensors and interpretation of them, its messy business. We see faces even in places we know there is no reason to. Why would we ever see a face in a cloud, or even a picture on a page? Much of the visual information is wrong, the size, the distance, the color, the lack of depth.....but something in there says "face....right there". Shit, all it takes is a couple of circles and a line.
What percentage of the population hear voices? Most of us actually, the occasional auditory hallucination is pretty normal. However, we know this, we have science to explain it, we have studied the phenomena, we stand upon giants.
If we didn't; then how do you explain hearing a voice in the woods? How do you explain seeing a vision? Feelings like deja vu? If you have a mystical mindset, the world can be a very mystical place with a lot of room for interpretation....and for a person who has experienced such events....well... according to what he experienced and remembers, they actually happened. They ARE his experience.
I think these common events, ones which we have learned to ignore and dismiss as irrelevant abberations in our senses, that likely contributed to the rise of religions. I mean, in a world where you have no better explanation, maybe that voice in the woods was the elves, or the spirit of the woods?