I agree with you that "we all start from the absurdities that there's Being rather than Nonbeing and that we're alive to be so bewildered. Then we cope with that angst by developing this or that strategy ... "

So religions and scientific rationalism provide alternative stories to explain the mystery of existence. But neuroscience in particular has recently provided evidence to show how our beliefs, including religious beliefs, exist as natural structures in our brains. That is, science has gone a long way to show that religions are natural phenomena. I don't think most religious people are aware of that yet, and I don't think they can provide a convincing story to explain how the neurological details of our brains, and our corresponding behavior, follow from and can be incorporated into their religious stories. For me, therefore, the scientific story is a more complete and satisfying one than religious stories provide.