When I saw the title of this thread, I initially believed it would be why I personally think religion is used as a coping mechanism, and was way off the intended topic.
IMO, it's a coping mechanism as well for dealing with loss. A loved one is not permanently lost, only moved to another place where, assuming one follows all the rules, they can later be reconnected. I say this because I have a fear of heights , and years ago when i wore a younger man's clothes and I signed up with the Army, I did so as a paratrooper, believing it would help me overcome my fear of heights. Ultimately, it didn't but I learned to trust in my equipment and that my parachute would take me beyond the heart-in-in-my-throat feeling and carry me safely back to normality.
I, personally, wouldn't care if folks want to worship one god, or a pantheon so long as it's not forced upon me in any way, and I am free to have my own beliefs. If the guy next door wants to worship the Easter Bunny or Santa Claus, so be it.., so long as neither has a mandate to convert or kill all unbelievers. They all fall into the same realm of fictional characters for me, but having spoken with many Christians, family included, I believe that religion is a sort of parachute or safety net.., that all we are does not simply cease to exist at the end of the specific biochemical process responsible for what we call life.