studies have been done but not directly for that. the studies were lead by the atheist community in an attempt to learn why otherwise rationale people would believe in something they can not see, hear, smell, touch, or taste just because somebody said so without any form of evidence.
it turns out our brains are coded to answer why? before how?
first, our brains hate mysteries and loves solutions. endorphin's go off in our brains when we figure something out. so when thunder clapped and we were scared, the only way to rationalize that thunder was to say a "god" was angry. in this case a god would be anything considered to be a higher being of some sort since primitive gods had less and less attributes. we also use correlation as a short cut to try to find a faster solution. if "this" happens before "that" then "this" must have caused "that". the only problem is this is often wrong. your cave wife starts to cry and then it starts raining. the mind first wants to assume that the wife crying must have caused the rain. now the caveman is on a mission to stop the rain by trying to stop his wife from crying. this can be dangerous depending on the level of rational of the caveman.
second, our brains rely on what is the worst case scenario. like Dawkins has said a few times, and i'm paraphrasing, if we were to hear the leaves rustling, we might think it could be the wind or it could be a tiger. the rational way of thinking would be to assume it's just the wind but the survival way of thinking is to think it's a tiger. so it comes down to the what if your wrong argument. if you're wrong about the tiger and it's just the wind, no harm no fowl. but, if you are wrong about the wind and it's a tiger, you're dead.
so when we are given the option follow these rules or go to an eternity of torture the "what if you're wrong" argument comes flying forward. luckily we are past a point of survival and can now relax knowing we can think rationally without getting eaten by tigers. there are probably some grammar errors in this one, sorry but i wrote it fast and didn't go back to proof read it as i do not have time right now.
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