Work in cognitive psychology has shown that young infants possess the concept of causality as an innate feature of their minds. In fact, it has been shown through recent experiments that this notion is so strong that infants can infer the existence of an unseen casual interaction and even an unseen causal agent from just the motion of an inanimate object!
At the same time, it has been proposed by many that religious beliefs or beliefs in supernatural forces are inherent in human beings. It could be argued that this is a plausible thesis, and in fact leads on very well from the infants’ innate concept of causality.
As implied above, what the experiments with infants show is that human beings have an in-built, an innate concept of causality and we can make causal inferences even with limited data (invisible interactions). However, as we grow up, we find that we can’t account for the causes of a whole host of things. Science, in its current state (and perhaps any future state as well) tells us very little, if anything, about things that really matter to us. The world is a mystery. And since people are unable to answer their questions in naturalistic terms, they resort to supernatural answers. Therefore, a strong case could be made that it is our innate ‘regulative principle’ of causality that leads us to find solutions in supernatural causes, whether they be in the form of a monotheistic God, polytheistic deities or other supernatural forces, such as spirits and ghosts.
As a concluding note, observe the amusing connection between causality and the “supernatural” that Marlon Brando (as narrated by Johnny Depp) makes in the clip below:
(Endnote: This piece was not was not meant to be an argument either for or against the existence of the supernatural. It was simply to make the point why the religious feeling (regardless of its rational merits or defects) is probably inherent in human beings)