Mahnmut

I used to think #1 was the primary reason, but you know, you don't need religion to believe in an immortal part of yourself.

I actually think it has a lot more to do with #4 now. I wouldn't call it 'herd thinking' personally, but being part of a social structure yes, and even more so if, #3: you were raised to value that group highly.

I think you'll find a strong correlation of those who don't nee a strong sense of social group belonging are also those who don't have a strong religious identity.