Your above premise is wrong, anyway. Curiosity has many survival advantages. However, that does not mean curiosity will always be applied to practical matters. Likewise, there's a lot of non-procreative sex going on in the world.
It's not a matter of "Darwinism" being involved in religion. It's just a fact that humans, throughout most of their history, believed that agency lay behind mindless natural phenomena. Knowing what we know about epigenetics, these beliefs - over many generations - must have had a significant impact on the structure of brains. So we are "wired" to believe.
Yet there's no reason to believe that the first cause was sentient. There's certainly no evidence for that. Rather, it appears that sentience is an emergent property of nature. Personally, I find it fascinating that states of matter can complexified to the point of being self aware, and one can only wonder what further complexification will bring. Will more complexity always bring greater lucidity, or is there a "sweet spot", a balance point of optimal complexity?