It's not about what an individual could know, it's about what they do know and how structured is a person's thinking.

So just because out there somewhere there are tons of explanations for tons of things doesn't mean people actually know them (lots if not most is quite obscure or requires understanding of a lot of other things first before you can trully understand those things) plus people have to think in very structure ways to spot gaps or flaws in what they thing they know and go look for better info.

And this is just the Logic level problem.

The Emotional level stuff is way more important. Religion:

• provides easy non-scary explanations for tons of things which can be terrifying to accept as just random (Massive Earthquake, killing hundreds of thousands: "It's the will of Deity" is a calming explanation which implies "someDeity" has control)
• provides hope for one's and one's loved one's future (Granny died: "She's gone to Heaven!")
• makes the World seem so much simpler and hence understandeable for anybody by explaining away all complexity (All those lights in the night-sky: "There was a fight between the SunGod and the MoonGod during which his rays pierced the black veil that surrounds us").
• for those born into it, it's just familiar and "the way people think".

And last but not least, Religion is a ready made tribe, generally mutually supporting, so it satisfies people's lowest tribalist instincts and provides concrete benefits from being part of a social circle from which you can get help.

This also explains why supposedly Religious people are selective in what they believe from their religion (notice how almost none of Christians take to hearth the whole point of Christ casting out the Money Lenders from the Temple), why they don't actually know all that much detail about their own Religion (if they don't think in a way that helps them spot what they do not know, that gets reflected on not looking for more info both outside and inside religion) and why it's so easy to manipulate people with religion (if the complexity of the world is explained as "blady, blady, blah, Deity", those trusted to understand the Deity can make sure pretty much all complex things get reasoned as "Deity wills it so because my bullshit reason" - plus remember, religious types are the non-structured non-skeptic thinkers).