Human beings can and according to many interpretations of differing faiths, do seek out religious knowledge, but this is very distinct from religious experience. Religious experience is an interesting term, I would argue that this term encompasses the true beauty of religion. Religious knowledge is something that can be learnt, that can be passed on to others, and it is an important part of faith for many. However, it only makes up a small piece of a true religious experience. Religious experience cannot be transmitted to others, it cannot be taught, or learnt, it does not depend on the amount of training that a person has, or the environment in which one lives. So since, it can be argued that religious experience is the primary goal of religion, and that every person has their own religious experience, it leads us to another interesting point. If the earlier presumptions are correct, it means that religion and religious practices at their ultimate base form a meritocracy.
Now meritocracy may be a misnomer of sorts, as the "cracy" in it implies a system of government, but the key point remains the same. A meritocracy is a society wherein an individual who is meritorious, or worthy, is the one who benefits - that is those who deserve accolades are the same people who receive the accolades. The principle is the same in religious matters. A religious experience does not depend on how much money a person has, how much education they have, how powerful their families are, or even how much religious information a person knows. A poor individual has the same likelihood of having a positive religious experience as a rich one. The most learned individual may never have this experience, while one who is ignorant may surpass the learned.
Now, I do not know what creates a positive religious experience, I only know that it is subjective. One person may have an enlightened moment while engaging in formal religious practice, another may find these experiences while informally meditating, and yet another may encounter this during a busy working day. This subjectiveness is necessary for this, as there is no way to measure a religious experience externally. We create our own positive religious experiences... they exist within us and because of us. Whether we create them through prayer, meditation, sheer belief, incisive questioning, generosity, or a host of actions, the key point is that we create these experiences for ourselves.
So, what is the reason for all of this? ... I believe the proper answer to this question is "Why." Our search for a "why" is the reason behind the importance of the religious experience. Why are we here? To have an experience that surpasses the capabilities of the human intellect, to grow beyond ourselves. The path to this experience differs from person to person, the road differs, but something deep inside tells me that the destination may be more similar than any of us would believe.