Some would regard Bergson’s explaining of the sources of religion the explaining away of religion. That is certainly not correct. As stated in the Wikipedia article on Bergson:
Bergson inclined to convert to Catholicism, writing in his will on 7 February 1937: My thinking has always brought me nearer to Catholicism, in which I saw the perfect complement to Judaism.Though wishing to convert to Catholicism, as stated in his will, he did not convert in view of the travails inflicted on the Jewish people by the rise of Nazism and anti-Semitism in Europe in the 1930s; he did not want to appear to want to leave the persecuted. On 3 January 1941 Bergson died in occupied Paris from bronchitis. A Roman Catholic priest said prayers at his funeral per his request.
The sources of religion are found because they are there to be found. What could be simpler? There is no invention involved but the evolution towards monotheism that he traces is moulded by the matrix of the culture.
The truth is that religion, being co-extensive with our species must be an effect of our structure. We have just now connected it with a fundamental experience; but that experience was such that we had an inkling of it before encountering it; in any case it is quite easily explained when it has been encountered....
The inkling, that’s the thing, the high at the tip of your mind that we are perfectly at home with because it is part of the structure of human existence. The advaitins would have it that consciousness with its immediate self awareness is the present link, the yoga or yoke or ‘religio’. It’s not that we invent Santa God and then find him and begin to bother him with lists. The power of reflection itself is the gateway:
You bring reflexion into play, however, and this conviction will vanish; man will perceive himself, will think of himself as a speck in the immensity of the universe. He would feel lost, if the effort to live did not at once project into his intelligence, into the very place that this perception and this reflexion were about to occupy, the opposing image of things and events turning towards man; whether well or ill disposed, a certain intention of his environment follows him then everywhere, just as the moon seems to run with him when he runs. If it be good, he will rely on it. If it bodes harm, he will try to avert its effects. In any case, it means that he has been taken into account. Here is no theory, no room for the arbitrary. This conviction is forced upon him, there being no philosophy about it, but a vital impulsion.(from The Two Sources of Morality and Religion)