From an atheist/agnostic perspective, if they are an evolutionist, one would assume that by "nature" they don't me put there by a Deity, but rather, developed because it had some type of beneficial role. I don't know what that role would have been... keeping the tribe together and unified? providing a framework and way of thinking in which people could be raised, live, and die? Giving an easy answer that would satisfy primitive people's curiosity ("where fire from? God of fire give it!"), so that they could focus on surviving long enough to procreate. Providing a reason to develop socialization tools... customs, language, mythology, etc., which could further help the tribe in many ways. I dunno, I'm just throwing stuff out there, I haven't really given it a lot of thoughts. But when I was an atheist and agnostic I didn't think that people were under some kind of grand and mass psychological delusion, and I could see that there was something more to it, deeper and even a natural part of people.
Now, I will admit that this need or want or desire for God (or whatever word you want to use)--the argument from religious experience--probably persuaded me more than any other argument for the existence of God. Still, it isn't a home run IMO, and I didn't have an issue with the concept that people "naturally" yearned for a God, even when I was an unbeliever.