Humans have evolved to suspect that there is a reason for everything, that someone or something is responsible for what happens to you.
For our Stone Age ancestors, it made sense. If you were out hunting, and you saw a bush moving strangely, it paid to be suspicious. It could be just the wind, but it might be an enemy or a predator. We call this 'Agency': the belief that things are caused by 'agents', whether you can see them or not. The ones who didn't take chances were the ones who survived to become our ancestors. The ones who weren't prone to seeing 'agents' got killed before they could reproduce.
So we are the descendants of humans who were predisposed to look for agents to explain things that we couldn't understand.
Today we understand that this is an illusion. Few people think that a god is sending down thunderbolts to punish people, or sending tsunamis to wipe out a few homosexuals.
Today we are far less inclined to suspect that it is demons that are causing sickness or making the strange noises in the night. Science and technology have taught us that you can usually find a rational explanation.
Being aware of the way our brains work to create this illusion gives us a tool to resist superstitious beliefs and stop us being suckered by them. Once we are aware of how the illusion operates, and how mechanical and predictable it is, it's easy to notice when you are getting fooled by it.