If something doesn't exist, it is summoned into reality by the sheer will and number of people wanting it to exist.

https://en.wikipedia.org/wiki/Tulpa

That explains the gods of extinct civilizations going from religion to mythology. Life isn't a spiritual lottery you win by choosing the right faith out of thousands of faiths and denominational sects of faiths. It's about having faith and the sheer will to bring whatever you believe in to save you into existence. We can't all be right and most are wrong.