Many of us, when confronted with the mysterious and/or the unexplained, are drawn to explanations that defy or seem to defy rationalism - typically as a result of something that appears to be more 'magical' or 'miraculous' than it appears.
This impulse, which I'd argue is not so much 'religious' as it is 'mythological' (though the latter definately feeds the former) has always been with us and serves to explain, at least in part, the myths and legends of past cultures (see: Gilgamesh) as wellas our own present culture (see: The myth of GW Bush as Warrior King/the myth of Obama as Anti-Christ).
As Lost is exploring what 'faith' and 'reason' mean, within the context of a network tv show, they are littering their fictional landscape with clues, references and allusions to works of myth, legend and storytelling in which this sort of myth-building plays a central part (see: Watership Down). They are further creating myths and mysterious signs of their own, which when followed by the characters on the show tend to lead to unwanted/disastrous conclusions. The best, most recent example of this: Locke's resurrection, which was not a resurrection or a miracle as we understand it, but which was embraced by characters like Richard as if it was one.
As we're watching the show we the audience are actively participating in that very act of mythologizing, postulating about the mysteries of the Island with a wide range of imaginative theories. I'll suggest that we are drawn to explain the unexplained this way not because those answers makes the most 'sense,' or because they are the simplest explanations, but because, in part, it's exciting and stimulating to do so. Lost is commenting, both directly and indirectly, on the impulse to make legends and myths where no obvious answer exists, and it's doing so both on-screen and in the relationship between show and audience.
You can, and maybe should, roll your eyes at me. But I really enjoy the notion that this was planned by the show's creators.