Yes, we should have a better understanding of how we came into existence, but Gods do not improve that, unlike science, that has theories that try to explain some of the biggest mysteries in the world. Also, a theory is not something that is true, it's something that is currently accepted by scientists.
Science is temporary and it is always changing, which means improving our knowledge every day. A religion does not do that, it gives an exact way of what something is and people blindly believe it.
In my opinion it's more important to develop work and show evidence instead of believing and trying to know everything, like hundreds of religions try to do.