I think there is an inherent human need to make sense of the world they see around them. How people choose to do this varies. Religion is still about trying to make sense of the world, but it's a bit of a weak way to do so because all questions have the same, untestable, answer, "That's just the way God made it." People can try to flesh it out a bit but in the end that's what it boils down to.
One of the things a lot of people miss is that the best ways of thinking about the world are those that have the potential to be proved wrong. In that sense religion fails because it can never be challenged. If things are always the way God wants, and you can't see why they are that way, it doesn't matter because it's all "part of the plan". How do you argue with that?
In the end, then, for me religions fail because there is no evidence for the existence of God -- at least, one that doesn't also admit an alternative explanation just as well -- and so for me religion is therefore just intellectually unsatisfying.