Because we can't figure it out. We keep trying to go farther back in time to figure out what happened and then everything breaks down and makes less sense. We may know much but likewise there is still much we have yet to know for sure if ever possible. Religion is to me just another theory on the list of yet to be proved wrong. A god theory, that perhaps the universe was created by some other being. If it had intentions to create life who knows, if it even existed who knows. But try to take what we know with science before the big bang and you come up with just as much nothing to explain it.