But what does it fill the gaps with? All monotheistic religions demand that you believe that an all powerful deity underlies and motivates everything in the universe. That's a pretty bold premise, especially since we're told that belief must be based not on evidence but solely on blind faith.
A 'gap filler' like that doesn't passively serve only to connect one social principle with others. In the case of Christianity, it compels you to believe that all of human existence arises from an invisible monarch who rules the universe and will damn you to eternal hell if you disobey Him.
If a 'gap filler' is what you seek to give life a bit more meaning and coherence, religion is a very inelegant way to do just that.
Except the vast majority of conspiracy theorists I know are devout Christians and the stats seem to tell a similar story.
https://fivethirtyeight.com/features/why-qanon-has-attracted...
I don't think this is true in general. I have a pet theory that much of the conspiracy theory following we are seeing is actually a weakening of church. People need spirituality - it doesn't matter where that spirituality comes from (except for local social pressures - but those aren't relevant to this point). If they're not getting spirituality from church, it has to come from somewhere. So people latch on to conspiracy theories because it provides higher purpose in their lives.
If you are teaching your children to be good and to not fear death, you need some philosophical backbone with which to unify these ideas. You may well be able to provide that, but not everyone is. Religion serves as a common philosophical substrate for discussions that people don't know how to have. It is imperfect, and definitely not as good as thoughtful parenting in my opinion, but it fills some of the gaps.