True, most early religion contained explanations for why the world works the way it does but most modern don't.
I think most ponies that think about their world enough will believe in a creator. For one simple reason they do control most of their world and in their case evolution would have made more believe.
The logic goes like this:
Celestia controls the sun. Who control the sun before Celestia? The Unicorns. Who controlled the sun before Unicorns? We as fans don't know but following the logic combined evolution saying simpler things existed before more complex things eventually you get to a point where nothing on Equestria could have control the sun. Therefore some other power not from Equestria controlled the sun.
Similarly with weather and Pegsi: Pegsi -> winged animals -> nothing therefore higher power.
basic because they control much of their world they have good reason to believe something created them.
However after all is said this is only good reason to believe in a creator, not god or sole moral authority. But if you have a creator it just a small step to think that creator may have created you for some purpose.
The second reason they might have a religion is to answer where do they go when they die. Of course this assumes that they have a spirit or soul. But we have proof that they do depending on whether the elements of harmony vaporized Twilight in Magical Mystery Cure or merely transported her. The burn mark on the ground seems to point to vaporize but that could be indicate how much power was required. On the other hoof the place Twilight goes has a very afterlife like vibe including a review of her life up to that point.
True, most early religion contained explanations for why the world works the way it does but most modern don't. I think most ponies that think about their world enough will believe in a creator. For one simple reason they do control most of their world and in their case evolution would have made more believe. The logic goes like this: Celestia controls the sun. Who control the sun before Celestia? The Unicorns. Who controlled the sun before Unicorns? We as fans don't know but following the logic combined evolution saying simpler things existed before more complex things eventually you get to a point where nothing on Equestria could have control the sun. Therefore some other power not from Equestria controlled the sun. Similarly with weather and Pegsi: Pegsi -> winged animals -> nothing therefore higher power. basic because they control much of their world they have good reason to believe something created them. However after all is said this is only good reason to believe in a creator, not god or sole moral authority. But if you have a creator it just a small step to think that creator may have created you for some purpose. The second reason they might have a religion is to answer where do they go when they die. Of course this assumes that they have a spirit or soul. But we have proof that they do depending on whether the elements of harmony vaporized Twilight in Magical Mystery Cure or merely transported her. The burn mark on the ground seems to point to vaporize but that could be indicate how much power was required. On the other hoof the place Twilight goes has a very afterlife like vibe including a review of her life up to that point.