Pharyngula does a good job today challenging some of the squishier aspects of the New York Times Magazine article, "Darwin's God". He's right that the spandrel seems to make much more sense, but overall he doesn't really win the argument.
Whether he likes it or not, some otherwise rational people do cross their fingers for luck, and they do occassionally read horoscopes, and sometimes they wear a lucky tie for a job interview, or tell a friend to "break a leg" before a big event. There are all sorts of silly things we do for emotional reasons, and we half believe in them without thinking about them. It's the poetry of everyday life.
For another thing, having an elaborate hobby is not the same thing as having an elaborate religion. Most civil war re-enactors don't believe that they are fighting in the actual civil war. But religious people really do believe that they are actively engaging a higher power.
Finally, just because something's a slur, doesn't mean it's not true. It just means that whoever uses it as a slur is making a pointless ad hominem attack.
I'm interested in the notion of the human mind having an overactive "agent" detector which biases us toward thinking that all effects have intelligent causes. If it rains, someone made it rain. If I hear a noise, someone or something made it. That makes sense to me.
Something I haven't seen discussed elsewhere is the human capacity for extrapolation. Plato looked at the world and extrapolated a whole ghost world of round-ness, and square-ness, and chair-ness. Ideal forms. Similarly we generate concepts: good acts give us a sense of "goodness", kind acts give us "kindness". So why not look at supernatural entities as an extension of this ability. God is merely the human projection of our greater qualities.
The agent detector and the ideal form generator combine in us in our openness to hidden worlds. You see this time and time again. Things are not as they seem, we are told, there are hidden truths, secret realities. Call it heaven, call it the illuminatus, call it the matrix, these hidden worlds are very appealing.
So the question remains as to why in our evolution we developed this capacity. I think it's probably just a by-product of our consciousness. Ultimately the human mind uses story and symbol, emotion and logic, to solve problems or justify actions. From that we get Plato and God and Civil War reenactments.