We have difficulty, it seems, accepting the world as it appears (to us) without adding to it our own "explanation" as to why it is the way it is. The world looks, smells and sounds a lot different to different species then it does to us, and their reality is quite different from ours.
We just have difficulty saying "As of this moment, we don't know." We succumb to our fancy and create answers. Dawkins obviously succumbed to his, at least for a moment.
I meant watch the whole documentary. Then check back with me If you want.