Because existence "seems" to be without purpose, everything outside Earth's barn door is scary and humans die very easily/quickly, but, we have fantastic imaginations?
We have imagined countless divinities and immaterial concepts, some even decided that human mortality can be surpassed and a divine state achieved (not for everyone mind you, plebs are still required). And every now and again every century or two, someone comes along and says no that's not it, this is how you should interpret this and that.
I'm not dissing anyone's personal beliefs or path, I'm all for people seeking and attaining peace and happiness.