Why do people say there has to be something 'greater' out there?

Some people say there has to be something more than what we see to our natural eye and this puzzles me. Why does there "HAVE" to be something greater? I think these people just "WANT" something to be greater out there because they don't appreciate the wonders of our own natural world. They don't see how Great the planet and universe really is. It just puzzles me why people need to think like that? And I can't imagine a scientist ever being religious, unless they too can't see the greatness of our universe. Why do people continuously believe in things supposedly 'greater' without any sufficient evidence? And don't give me the whole faith speech,it really is bull. Opinions?