It's much simpler than that. You are a part of something that's bigger than yourself. Whether it's a team, a congregation or a community. The advantage that religions have is that they are to a certain extent aspirational in that you have a set of goals you want to live by. I think that makes it easier to deal with immediate or short-term adverse conditions because there is a long-term objective. However this is not restricted to religions, warrior codes appear to be remarkably effective in dealing with extreme adversity.