Eh, I don't know about that. The smarter humans get, the less than hang onto ideas like that. Ancient peoples worshipped the Sun. No one worships the Sun anymore. Except maybe those people who tan their buttholes to increase their Chakra or whatever. The current trend worldwide is less and less people believing in God, a higher power, etc. My argument would be, people tend to believe what they're told. When people didn't know jack about shit, some guy said he had the answers and it came from the Sun, the dude who controls the lightning who we'll call Zeus, or the guy who controls death who looks like a dog that we'll call Anubis. No one is listening to Joe Blow Caveman. He's just a dude. But they might listen if he's spins a story about a supernatural power backing him up. So people get taught to believe in a higher power. Do those kids who get lost in the woods and grow up with wolves and never get human contact or civilizing believe in a higher power? Do you catch them building shrines in the forest out of squirrel skulls? You don't.
And of course, it could just be a survival instinct like how people are afraid of the dark because it used to be sabertooth tigers were roaming around and not being able to see them was kinda a big deal. Realizing you're insignificant and vulnerable compared to the world and that the whole thing is much bigger than you probably fosters community, cooperativeness, and less risk taking.
The tough part is, there are no other truly self-aware species for us to compare ourselves to. If cows all of a sudden became self-aware, would they believe in Moo-Moo the God of all Beeves who will lead them to endless green fields and salt licks?