According to a CNN article from a couple of years ago, ("Are humans hard-wired for faith?"), this just may be the case.

Neuroscientist Dr. Andrew Newberg discovered from studying brain scans that the parietal lobe, which processes our sensory information, is also responsible for  "that feeling of becoming part of something greater than oneself." Newberg believes that his findings may be evidence that faith is a natural function of the brain inherent in all human beings.