Sorry, toe, but that's rubbish.
"Deep existential dread" has no evolutionary benefit whatsoever.
The hypothesis favoured by the majority of evolutionary biologists is simple survival. Most things humans know, we know because we are taught. We did not learn them for ourselves, and, if we are honest with ourselves, we question very little of what we are taught, if it is taught with authority. Think back to your school days, the teachers you learned most facts from (not skills) were the confident teachers, who spoke with authority, and could back that authority up.
Picture in pre-history; a party of hunter-gatherers come across a bush with pretty berries. The leader of the party tells the new members not to eat the berries because they are poisonous. The new members have a choice - they do not believe the leader, eat the berries and die, or they take the statement on faith.
Naturally, there is a selective pressure to make young people obey and believe older people. Disbelievers get selected out by dying.
Early humans, though, knew many things without being able to explain them. To maintain authority, tribal leaders needed to provide some sort of explanation for what they know.
Why are the berries poisonous? Because the bush doesn't want you to eat them.
How do you know the bush doesn't want you to eat them? Because it told me, now shut up while I spear this deer!
Superstition rises when the same pattern-recognition skills that spot the leopard in the rocks starts to mistake correlation with causation: Grog did that weird dance before the hunt, and we all came back safely. So the dance helped us hunt. Somebody must have been pleased by the dance, but who...?
There's authority behind the assertion, and a logic of sorts, especially when the generation that remembers successful dance-free hunts, or what happened to the last person to actually eat those berries, has passed away without leaving a written record. All that is left is the superstition, which grows from the oral tradition of a single stone-age tribe to a world-spanning religious tyranny, just because so many humans never got the chance to grow out of the early unquestioning stage of life.
(If you read the parts of the various Abrahamic holy books have in common, large parts of it is sound survival advice wrapped up in theological dressings, like burying your faeces when you are on a hunt/at war, or not eating certain foods that can cause illness if not prepared properly (pigs at the time were riddled with diseases and parasites that crossed easily to humans.))