But the thing is: acting rational in every situation requires a lot of mental effort, knowledge, intelligence. Not everyone is capable of this, in fact it is quite rare (because probably you need IQ > 130).
Now, the workaround for people who fail to act rationally on their own was to give them a set of heuristics that they could follow to achieve the same effect without too much thinking, a.k.a. religion.
Of course some religions advocate totally irrational things, like human sacrifices or jihad, but some evolved to the point that following their teachings is a net gain for the society.