Everything that is odd or unusual by modern standards or not understood is “religious” to archaeologists.
My explanation is much better and does a better cut with the Occam’s Razor.
Crazy People.
Some crazy person started walking around with a wax cone on his/her head and others decided they needed to do that too to be cool like that crazy person.
That’s how you end up with feathers stuck in hair, bones stuck in noses, rings stretching necks, all kinds of crazy.
Give it a few centuries and a selfie stick will be declared by archeologists to be a religious artifact wielded only by high priests and royalty.