I think most people believe and are religious.
The problem they meet is that all ways in which "THE DEVINE" is presented to them, is limited by their nature.
That which you call "THE LORD" is most of the time a concept, filled with all kind of projections of that which can probably not be really explained in any way.
Because those concepts, those through time developped ideas about THE DEVINE, which are for ages only passed through by meanings of traditions and conditionings, has become a credo that has to be accepted.
If it has to be accepted, under social pressure, or whatever, it cannot be or become, the lively, love filled experience people are really looking for.
That way looked upon, people dont turn away from GOD, or THE DEVINE, or whatever you may call it. They just turn their back on that which is presented to them, because they feel it is incomplete.
Beside all that: The question implies that "GOD", is some sort of a concept that exists outside ourselves, and is therefore to be found "somewhere else", be it on the outside in the form of heaven and earth.
This, while all religiosity, (as not religion, which is something completely different!) starts with a deep feeling inside?
So where do we have to start looking for THE DEVINE then?