Even bigger than that, you gotta start asking what the Sun is made of and why this burning mass is hanging at the proper distance from the earth's surface?

you could ask the same about the actual reality we live in though

I'm pro-religion-as-a-source-of-history although I know it has its limits/there's a lot of 2000-year-old political bullshit baked in, not to mention emotional epiphanies that could be literally construed as "LSD dream spirits" etc. It's still the closest available thing to a written history of the "prehistoric" world