Yep, same thing that made humans burn medicine women as witches.

It's basic psychology, all animals are pattern recognition machines, and we get stressed when we don't understand the cause of something.

And we don't need a correct or even plausible thing to blame, as long as there's some scapegoat and your ingroup all blames the same thing, as far as our brains are concerned, the matter is settled. Even if we're still upset at the negative consequences, we now have something to blame so our brains stop worrying about it, the matter is settled.

Where it's maladaptive is if we just blame random shit like Zeus being mad that someone ate a goat burger with cheese on a Friday, we don't address what the actual cause was, so we get the negative consequence again.