One of the most interesting things that has come out of (anthropologic) religion studies in the past two or three decades is the realization that there is no such thing as religion in the broad sense of the word. The word Religion was, before the early colonial era, essentially always singular and essentially always referred to Christianity. When Europeans of the late middle and early modern ages came into contact with other belief systems, what they did was they projected Christianity onto that belief system imperfectly and humanistically, but teleologically, proclaimed it to be a "religion" - something that at least somewhat resembles Christianity, but is not belief in Christ.
So before we discuss where the origins of religion comes from and why some places are atheist, it's meaningful to discuss what you mean by a 'religion'. Faith in an ideal bigger than yourself is very much projecting the Judeo-Christian faith onto other religions in a way that's usually not realistic - far from being a model, Christianity - especially with its focus on orthodoxy ('correct belief') instead of orthopraxy ('correct practice') is very much the outlier. This is even more obvious when you go back in time to historical paganistic beliefs, and it's also the reason why modern paganism is so incoherent - it's projecting a Christian doctrinal, ground-up construction onto a belief system that's both older and more practical.
The Matter of the Gods (C. Ando 2008) goes into detail on this matter, and it also explains why - for the most part - religious systems oppression (as opposed to specific gods) didn't happen in the pre-Judeo-Christian world, EXCEPT to Jews and Atheists, and why, exactly, societies that were otherwise known to be religiously open kneejerked so violently at monotheism, why being accused of being atheistic was a massive insult, and why more organized religions could take the place of pagan belief systems [even while leaving the rest of the culture, including pagan rituals, largely intact].
Back to my point here; what does and does not count as atheism in the broad sense of the word, as opposed to 'doesn't go to Church', is actually an unresoPost too long. Click here to view the full text.