I think religion is more specifically a kind of a leadership parasite, it is a form of external 'foreign' leadership that can lead whoever wants to be led/controlled by it. Religious followers are like aimless clueless kids who need a parent figure to guide them on what to do in life and how to do them. People who are very religious allow themselves to very easily believe what their religion tells them to think and do. Surrendering to God is to give up more of one's own leadership to follow the lead of a God figure. People who lack leadership skills commonly lack critical thinking skills and they very often do not question the religious doctrine that leads them. They are similar to impressionable young teens who easily get influenced to follow certain fashion and diet trends without the life experience to know exactly what they are following.
Denmark does not have a strong nation of religious people compared to Americans, this could reflect the Danes' higher level of leadership ability.
I think childhood does have a big role in creating such people who lack leadership ability. Parents who often command their children to follow their instructions and do not encourage their kids to think for themselves could cause their kids to lack leadership ability and easily fall prey to leadership parasites.
Research have found those who follow religion to have lower rates of heart disease, are happier and live longer. Allowing one to have good bearings in life would obviously reduce much stress of facing the unknown.