Interesting question.

I think it comes from being insecure. Especially millenias ago when humans didn't understand why things happened: Why does the sun shine every day again? Why do the seasons come and go? Why and how do plants grow? How and why? And - could they be sure the sun will rise every day and the spring will come again after each hard winter? 

There had to be someone who was responsible for it, who took care of it. And such a being had to be motivated and appeased, whether there were a lot with each one having an area where they were responsible or one entitiy doing everything. 

If we are good and follow the rules perhaps the next winter won't be that long and the next summer not so dry...