It doesn't have to do with being lazy, I don't think. It's because we're scared, and the universe is such a big place. Man needs a crutch, so to speak. Religion does that for us. It comforts us, allows us to believe that at the end of it all it will all be explained, that it will all be okay and that we can be happy for eternity, something we barely get to experience on earth.
Religion is about hope. In the end, isn't that all we really have is hope?