It might be an innate desire to want to belong. I have no statistics to back me up only a personal hypothesis but we tend to seek out a niche we can call home. Some kind of ownership where it is okay to be our true selves. The gospel offers that sanctuary and the only price is our covenants with God.
A simple illustration of this point are puzzles. If a puzzle was set out with an extra piece that didn’t belong to that particular puzzle a follow up question could be asked similar to, “have you ever felt like this piece?” Another puzzle could then be produced with the promise there is a home offered to everyone that seeks it in the Gospel of Christ. This piece could then be placed in the second puzzle and find its home and place of belonging.