well, there sure are people who are just born into a religious setting and never go out to ask questions.
intelligent people who go religious on their own will probably do so because of their ideas towards meaning of life.
asking for meaning is a very human thing (we insert "meaning"-connections whereever we can - from science to superstition, its all about presuming connection to order the things we encounter in the world), so people also ask about the meaning of their life. answers can be most diverse, spanning the entire spectrum from assuming objective meaning given to the universe by a metaphysical entity to bare-bones nihilism.
how these answers come to be in the individual case depends on what one is able to accept and what one is content with, how one interprets indices around them (the fact that they are actually being, the way they perceive nature, etcetera...) and a lot of other factors. for most people, it just seems "the most right-feeling alternative" - a pure gut decision so to say.
anyway, lately, a lot of scientists turn towards schopenhauerism as they research the workings of nature day in day out, find the most fascinating things and want to know WHY this happens. schopenhauer comes in handy as he doesnt get very spiritual wishy-washy, but makes metaphysical assumptions that are easy to accept for a natural scientist and supply him with a motive why nature does all these amazing feats.
for me, the idea of god or any objective meaning is strange, too, and i just cant make myself believe it - but its the same way for religious people. in the end, the likes of us dont have any more proof for our position than "it feels like the right thing to assume". (okay, we can say that we dont perceive any god or meaning or whatever, which is a pretty strong observation, but then, we cant tell WHY things happen either.)
just relying on science to tell us that there is no hint of a meaning doesnt work, however. one then needs a more thorough grasp of what science methodically is and what scientific statements therefore are.