Religion exists for a number of reasons, but the primary purpose it serves an individual is as a foundation for their overall worldview.

"Faith" as many call it, serves to answer questions we don't have answers to.

Where did we come from? Why are we here? What happens after we die?

Religion gives us comforting answers to these questions, and as these questions are ultimately unanswerable, can do so in perpetuity.

Religion has also tried to answer questions that we didn't yet have answers for.

What are the sun, moon, and stars? Why are there tides? Why does it rain?

God was long accepted as the source of these things, and prayer was thought to be the best way have any influence.

But today we have answered basically all the major questions. We have a working model of the entire solar system, down to the weather on other planets. We figured out how to turn rocks into computers. All that's left is the unanswerable.

As for where we come from, we've filled in a lot of gaps. Evolution is now the accepted answer for where Humans came from, now the question is where life itself came from, and if there's life outside of Earth (and how much).

Philosophy has given us plenty of options for what our purpose is. There are plenty of ways to wrap your mind around your own identity without turning to the supernatural.

And our study of anatomy and neurology suggests that our conscious self ceases to exist after death, the only thing standing in the way of that belief is the very human tendency to be in denial of our own mortality.