Eons ago, some heritable trait that enabled belief conferred certain advantages on those individuals that possessed this capability. Whether it was group dynamics (ie follow the leader or be thrown out of the cave), or surplus foodstuffs, etc accruing to the best storyteller ('medicine men'), the fact that billions of people today share this same tendency points to a clear bio-evolutionary trail.
I'd be interested in a study that finally identifies this protein/gene combination. Will people be willing to undergo gene therapy to increase their capacity to reason, or will they happily continue in their faith based belief systems?