Dawkins (and likely others)discuss "extended phenotypes" as behavioral or environmental modifications that a critter makes (in order) for his genes to hop to another carrier (through reproduction). Genes that do such programming are more apt to make it through another generation or thousand.
Asking "why" may be one of those Psychological Adaptations that favor survival. "Why" thus could be an artifact of human evolution and like our other adaptations, may not have validity outside our original environment.
I get particularly suspicious when we look for final causes or final goals. We are a hierarchic species; we seek our place on a hierarchy and like to be top. Many of us are paradoxically comforted when we believe in an alpha above us on the ladder, one with whom/which we cannot possibly compete but who/which is totally in agreement with us and our welfare.
Check Sagan & Druyan, Shadows of Forgotten Ancestors, p. 296 for the effects of a chimpanzee alpha on the rest of the troop. Certainly, they romanticize things but I doubt they are far off. And certainly, their language is comparable to the behaviors seen and feelings expressed in human religious observances.