Psychologists coined the expression "depressive realism", because most normal people (i.e. those not suffering from any mental disorder) look at the world and also at themselves through rose-tinted glasses: They believe that they are "above average" in most categories ; they do not think that certain risks apply to them , even if statistics should teach them otherwise ; they are inclined to see the future brighter than it is ; they consider themselves to be more attractive than others perceive them ... and so on.
There is only one type of people who view themselves and the world more or less like it is: those who are mildly or moderately depressive (not those with major depression, of course).
Therefore it seems to be true that we need a certain amount of positive illusions to lead a happy life. Those of us who adopt scientific evidence and nothing but scientific evidence as their personal yardstick of truth are dooming themselves to depression and hopelessness and a sense of all-pervasive absurdity.
As Albert Camus wrote: "Man feels within him the longing for happiness and for rationality. The absurd is born of this confrontation between the human need and the unreasonable silence of the world” -
So, do we have to keep telling ourselves some edifying (but delusional) stories (whether they feature some supernatural entities or not is of secondary importance) to overcome the deafening silence of the meaningless world? I think so.