People inevitably have questions. Some scientist, the X-Files, and movies like Mission to Mars tell us we descended from aliens. As far as these folks are concerned, the thought of God is alien. Oddly, these individuals often long to penetrate the supernatural.
Scientific materialists probe the paranormal and hunger for extra-normal spirituality.
The yearning exists in their hearts because God exists. The Bible also gives us reasons for being. Here is one of them. It relates to God. God put us here so that we would seek Him.