As to no communist countries having a religion, I can give at least one counterargument: Cuba. Cuba is by and large religious, with a large percentage of Catholics and many people practicing a mishmash of various religions (like how most Japanese are a combination of Shinto and Buddhist). Cuba was officially atheist until 1992, but are now officially secular, and the government does not attempt to suppress religion.
Back to the main discussion: most cultures do have some form of religion or other, and I can't think of a single ancient culture that didn't. Humans seem to have something in them that requires an explanation, and big people in the sky seem to have been a good explanation for about everybody until the advent of scientific explanations, where we are now seeing a split off of people who think that a god cannot or does not exist, and choose atheism, or those who think that there is no evidence that god does or does not exist, or they simply do not care, and therefore choose agnosticism, since there are now explanations for the sun moving about and humans coming to exist that do not involve deities.