Would it be safe to say that all religious conceptions begin with a premise of cosmic purpose? Some might be more constrained than others. Buddhism, for instance, might be more limited to a narrative of reality that emphasizes personal growth of the individual, and unconcerned with larger questions of time and space and creation (we'll leave aside interpretations dependent upon reincarnation - Mexican readers are welcome to refer to this rhetorical flourish as "reincarne asada"*). However, most other faiths seem to require a basic laying-out of universal purpose beyond the mere individual. One would then assume that a sense of purpose is central to their system.
As far as I know, humans are the only species to believe in God, or at least hold to religious views of reality. This is almost certainly related to our cognitive prowess. It seems intelligence and consciousness are basically the ability of an organism to learn to make connections among different parts of their environment. It happened to be useful for certain primates to do this and we became quite successful at developing this skill-set by applying it with greater and greater complexity. But our biological limitations remain. We occupy a sort of intellectual goldilocks-zone between the muddled musings of an IQ 50 and the blinding brilliance of an IQ 150. The specific brain structures we evolved a couple of million years ago allowed us capacities to make rudimentary connections, which we then developed through increasingly complex social systems to make even greater connections. As a species, we possess a distributed intelligence that far outstrips the abilities of any individual, at least in a certain quantitative sense.
To ascribe purpose, or directionality to this, would seem to be primarily interested in these two developments: the individual capacity for connections, and a social distribution of intelligence. And yet, if we are talking about natural selection, it would seem that the latter, the social intelligence, has actually inhibited the evolution of the individual - more specifically, an increase in the individual's capacity for intelligence (connection making). As a species we are no longer being selected for connection-making prowess.
Many species evolved forms that were so well-suited for their niche that they have stopped evolving much over hundreds of millions of years. And yet, our species required evolutionary innovation, so that we didn't remain simple, yet effective and efficient lower organisms. And this process, a few million years a go, largely halted, it seems, given that our selection process has derailed due to cultural developments.
I suppose one could still find a directionality towards intelligence, or consciousness to admire in all this. Maybe even a cybernetic development of super-connected brains. But take that to its logical extreme and you seem to rapidly leave behind the organism and species itself and enter a sort of cold, computational sophistry, an all-knowing, all-connection machine. Would that be the ultimate "purpose", some kind of "borg" synthetic hive mind?
Rather, it appears the directional romance is for a specific type of humanity, tied to a time and place and form. Which, it seems to me, speaks most strongly to the impulse as having been reinforced by a very specific set of cultural notions - rules you might say - whose adherence provide warm feelings.
*pardon the tonal fragment