I saw Penn & Teller last night

[Warren DeMontague]

1. Original sin narratives, Apocalyptic worldviews and many, many conspiracy theories.

Exactly. People like to look for simple causes and explanations; "the universe was perfect before we started---" industrial civilization/eating meat/using cell phones/sinning fill in the blank.

And as you allude to, I think many people feel oddly more comfortable believing someone or something is in in charge, even if that someone or something is sinister, than facing the possibility that NO ONE is running the show.

Obligatory Caveat: as will undoubtedly be pointed out repeatedly in your thread, Penn Jillette is a well-known Libertarian. Which, from my perspective at least, means he's right on some things (the drug war, personal freedom issues) and full of shit on a whole bunch of others (Ayn Rand economics)