I think what you felt was the very real human need to find understanding. When events are unexplainable, in your case because of the pain, something, anything that provides some peace of mind is going fill the need for understanding with "whatever it was" and make you "feel comfort almost immediately." I think that is how religions form.
People go through that process enough times, notice that other people do aw well, and then they start coming up with ideas as to what the "something" was, and turn it into a god or religion.
So to paraphrase a NOFX song; even though their beliefs in what that something is, their happiness from it is very real.
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