I see mainly two reasons 1) If a deity exists – and we don’t know that – it would solve the paradox of existence (Einstein’s deism) 2) If a deity doesn’t exist – and we don’t know that either – but people believe in it, this will still increase their survival chances during times of extreme environmental pressure (feature of the human psyche) An excellent book touching on number 2 is Stephen Baxter’s novel “Evolution”. There also seems some new neurobiological evidence for number 2.