A certain amount of fear seems innate and protective. Otherwise it seems mostly learned. Some brain damaged people have no fear and tend to get hurt due to lack of instinctive or learned caution. Beyond that, faith in something can overcome many fears. There is a hypothesis that a certain area of the brain allows us to have religious feelings and that kind of confidence. In eastern religions it is the third eye, in western science it is the parietal cortex. In any case there is no doubt that practices such as prayer and meditation affect brain activity, feelings of "self" and "other," so no surprise that the usual suspects want to control that part of our mind, by whatever means.