I mean, while hostage kids in the ex-USSR make a dramatic case at one end, let me illustrate something pretty close to the other extreme end.
Mom's story about how she discovered religion after previously being an atheist, is pretty much this: she had just given birth, was handed the baby (me), and had no idea WTH to do with it. So she promptly turned to God.
NOW, I will admit that a baby isn't something completely under your control (SIDS is a thing after all), so I'd even sorta understand it happening sooner or later. But we're talking about right in the hospital in a western country, not in a tent up the mountain in East Bumscrewistan. If you don't know how to stick a tit in the baby's face (which apparently honest to her God was the first thing she had no idea about,) you're in literally the best place to ask someone. There are doctors, there are nurses, there are other moms. (Hell, if we're talking "from the beginning", one can flippin' read a book in advance.) You're at literally the one point in space-time where getting that information is the most under your control. Well, nope. She first asked God. THEN eventually asked a nurse, 'cause God turned out to not be forthcoming with the information
Example #2 comes from watching a World Of Warships gameplay clip from an (I think) Russian streamer. Now I'm not particularly good at Russian, but thankfully someone had subtitled it, and I can at least understand enough to know that yeah, God was being mentioned a lot.
So anyway, she's playing a battleship, and a whole wall of torpedoes comes to view from the side. I mean, literally, like 15 torpedoes. Presumably the Shimakaze-class destroyer on the enemy team had puked out every torpedo it had in a tube. So said streamer literally starts asking God for help. Then when the torpedoes run out of fuel right before touching her ship, she's like, "See? I asked God for help and he saved me."
Like. What. The. Hell.
It's literally the farthest away from being in any actual danger of any kind. It's a video game. Even if your character or vehicle were hit by an ICBM nuke, it still wouldn't affect you. It has less consequences than even getting a bad grade in school, or anything. It has less consequences than sleeping on the wrong side, as my shoulder is reminding me at the moment. There literally are no consequences. And I don't even mean just RL consequences, but even longer term consequences in the game are nil. You exit the round, and your ship is as good as new.
But nope, let's bother God for THAT anyway