What magical thinking are you referring to?
"Christian dogma, according to Kierkegaard, embodies paradoxes which are offensive to reason. The central paradox is the assertion that the eternal, infinite, transcendent God simultaneously became incarnated as a temporal, finite, human being (Jesus). There are two possible attitudes we can adopt to this assertion, viz. we can have faith, or we can take offense. What we cannot do, according to Kierkegaard, is believe by virtue of reason. If we choose faith we must suspend our reason in order to believe in something higher than reason. In fact we must believe by virtue of the absurd." https://plato.stanford.edu/entries/kierkegaard/
There's another aspect to proto-religion which has to do with power rather than agency. https://en.wikipedia.org/wiki/Mana#Pre-animism
All this is speculative, AFAIK.