There have always been a number of reasons for why somebody might believe in the supernatural, the sibling comment points out one of them. Two important reasons

There have always been a number of reasons for why somebody might believe in the supernatural, the sibling comment points out one of them. Two important reasons have declined substantially over the last 200 years. First, the "God of the gaps" has basically disappeared. All natural phenomena in our personal experience are understood well enough that we can say with confidence that nothing supernatural is required to explain them. That doesn't mean that every individual understands them well enough, and while it's not a hard binary distinction, there is certainly a correlation between spirituality / belief in the supernatural and lack of understanding of natural science. Second, religion is to a large extent social glue. As humans increasingly live in large cities, social glue in general is disappearing, and religion is just one facet of that.