I think that before speculating about the selection pressure leading to religion, we should ask whether religion arose as a grass-roots phenomenon, or was usually imposed (or suggested, like a fashion) from the top down. The former case would lead you to expect religion to provide a general selective advantage. The latter only requires religion to provide a selective advantage to the religious elites.
What made me think of this was discussions with a Catholic theologian, which uncovered 4 irreconcilable points between us. All of these points are arguments in which theologians wish to use God as an extralogical operator to get them out of conclusions that are unacceptable to them. Most religious people have never even thought about these arguments, and have emotional reasons for being religious. If religion came from the top down, I might argue that religion is the "logical" conclusion of primitive logic; this argument would not be tenable if religion is a grass-roots phenomenon.