From a Biological Perspective, What is the Advantage of Religion?

I have often pondered the question--Why did religion develop? What is the evolutionary advantage for it to persist? How does it protect or advantage one over those who do not have religion? I couldn't come up with an answer that I found compelling.

As an atheist, I have handled many difficult situations in my life without resorting to prayer or belief in a higher power. I have managed to live a pious life without a god to tell me how to behave. Why is religion so pervasive if it is not actually necessary for us to thrive? What is the benefit?

I started to consider the question from the psychological perspective. Is it fear of the unknown that causes some people to need religion more than others? Is it a direct relationship with startle gene expression explained in this previous post on Fear-Driven Delusion? How is it possible for intelligent people to completely abandon logic and reason for this one particular subject while living the rest of their existance as logical and reasonable people?

Andy Thomson explains it in psychological terms by examining the traits we have all developed to cope with life and looking at how religion repurposes those traits to create this haze of delusion. Fascinating stuff.

(via Pharyngula)