Fear, due to ignorance. We imagine some malevolent entity stalking the world with the express intent of snatching our souls from us, and another entity of supreme goodness and light to protect and save us from such 'evil'. We are thrust into a dangerous world we do not understand the nature or origin of, nor do we understand where we came from, why we are here, or where we are going after death. All of this adds up to a condition known as 'metaphysical anxiety', which causes us to seek comfort, protection, and salvation in some projected idol-image, patterned after our own, but with powers we also imagine beyond our own. It's called 'Apparent Love of Others by Projection of the Ego', in this case, Idolatrous Love:
I. APPARENT LOVE OF OTHERS BY PROJECTION OF THE EGO
This is Idolatrous Love, in which the ego is projected onto another being [eg.; "Jesus"]. The pretension to divinity as "distinct" has left my organism and is now fixed on the organism of the other. The affective situation is one in which the other has taken my place in my scale of values. I desire the existence of the other-idol, against everything that is opposed to him. I no longer love my own organism except insofar as it is the faithful servant of the idol; apart from that I have no further sentiments towards my organism, I am indifferent to it, and, if necessary, I can give my life for the safety of my idol (I can sacrifice my organism to my Ego fixed on the idol; like Empedocles throwing himself down the crater of Etna in order to immortalize his Ego). As for the rest of the world, I hate it if it is hostile to my idol; if it is not hostile and if my contemplation of the idol fills me with joy (that is to say, with egotistical affirmation), I love indiscriminately all the rest of the world. If the idolized being rejects me to the point of forbidding me all possession of my Ego in him, the apparent love can be turned to hate.
from Zen and the Psychology of Transformation: The Supreme Doctrine, by Hubert Benoit; Pantheon Books, ISBN 0-89281-272-9
....and it's all because we fail to gain a true understanding of our own human nature. We allow fear, superstition, and wrong views to disempower us and imprison our minds, when it is we who are holding the key to our own freedom all along.