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“Existential anxieties are by-products of evolved emotions, such as fear and the will to stay alive, and of evolved cognitive capacities, such as episodic memory and ability to track the self and others over time. For example, once you can track even the seasons — and anticipate that leaves will fall off the tree in autumn and that squirrels will bury nuts — you cannot avoid overwhelming inductive evidence favoring your own death and that of those you are emotionally bonded to. Emotions compel such inductions and make them salient, and terrifying. This is ‘the Tragedy of Cognition.’ Dying is by nature not a telic event because once the process of dying starts (from birth on) it cannot be stopped to avoid the inevitable end state. By introducing a supernatural agent, religion resolves the Tragedy of Cognition. Dying is converted into a telic event whose goal state is an extended afterlife. The result is, in part, an allaying of an otherwise recurring and interminable existential anxiety…”

— Scott Atran, In Gods We Trust: The Evolutionary Landscape of Religion (Oxford UP, 2002), p. 66.

Bonus Link:

Born Believers: How Your Brain Creates God