I've always hypothesized that it was mostly a and b, with both stemming from traits that we possess almost by definition as a reproducing species: 1) a survival instinct, and 2) the ability to learn.

Possessing a survival instinct coupled with an awareness of death essentially colors, taints, and otherwise poisons the desire to explain stemming from our ability to learn, which does not turn off in life.

By definition, human creatures in the aggregate want to always continue. It's a side effect of wanting to continue at all in the first place, -it doesn't turn off (again, in the aggregate. Biology is full of exceptions, and indeed needs them). When your psyche requires that you lust for, value, and exert maximum effort to continuing to exist, it is no wonder that we invent myths that promise us what we desire most at a fundamental, biological level. We come to a place where our collective explanations across civilizations and time echo each other in very predictable, comfortable ways. When science undermines some of these comforting explanations, it is confronted with a bias that is not just historical, or cultural, but biological as well.

As far as C goes, I imagine that it plays an important role psychologically for obvious reasons (and probably plenty that aren't obvious at all to me), but I never placed it near A and B myself. I would sooner give the C position to JakobVirgil and his belief that religion = rules, since I believe that rules/laws are inseparable from social creatures living in groups and religion is intimately compatible with lending authority to inevitable rules.