People who have known nothing besides a god, have been taught since birth maybe and been around religion all their lives to date.
It becomes a sort of bias, something you perceive to be "true" and nothing else..
For people who only turn to it later in life, it could be a way to escape like anything else, or, like you said, to fill a void. A void that is devoid of any passion in life, or any real happiness. Not to say religion is a travesty of passion or happiness, just that, it fills the void a non-religious passion/happiness would have filled, in my opinion, a more important one
But, like I said, my opinion..