Religious people may be born that way:

[T]he evidence is explored in "The God Gene," a fascinating book published recently by Dean Hamer, a prominent American geneticist. Dr. Hamer even identifies a particular gene, VMAT2, that he says may be involved. People with one variant of that gene tend to be more spiritual, he found, and those with another variant to be less so.

Of course, depending on your environment, the VMAT2 gene could point you toward the yoga studio instead of the church.