That's just an opinion (one that I respect, however one I also happen to disagree with it). Many people, including I, are fairly against that notion. I believe it's better to be ignorant of the unknown than to accept some evidence-lacking idea (again, what is considerable evidence depends on the person. I personally see no credible evidence supporting religious ideals).

This might not apply to you, but it does for many of the faithful... You can't just go with an idea just because there is no substantial alternate. How did the universe come to be? Science has some hypotheses, but in the stage they're in as of now, we can't accept them yet as credible models. There are indicators, there's some evidence, but nothing that yields merit beyond a reasonable doubt, even less by scientific standards.

Is the belief of creation by a supernatural entity any better? Not at all, in my eyes. But the difference with religion is in its nature of practice. If you're going to sincerely follow your faith, you're kind of entitled to believe the dogma that accompanies your belief system. So unlike a scientist, the religious *will* hold to their substance regardless.