i think its an assumption based on the pervasiveness of xtianity (and its offshoots - and i include islam in this)

i think what is more pervase is a concept of an afterlife
which does not rely on the premise of there being a god
just a place where your dead kin can go hang out and chill and watch out for your best interests
(and when you all forget about them they become your ancestors)

the whole concept of a supreme being is a recently invented concept.

and the question about why humans have an innate desire to understand things?
its called intellect
its what separates us from animals (minimally, i should add)
thus we can thankgod for evolution