I don't see the sharp dichotomy between the innate feeling and the intellectual analysis. The concepts of theism are not obvious ones even though we are culturally immersed in them. The idea of God or gods is an extraordinarily vague one. People are acculturated to religious thought and action and often made to take part in ceremony and prayer and so on. They are taught to speak words to unperceivable beings and often told to take on faith the idea that they are listened to.
I don't know--concepts of gods are and have been quite diverse, and to say that they are vague ideas or that the beings thought of as gods are unperceivable discounts a lot of faiths historical and not and depends on a narrowed view, IMO. Many forms of theism have taken the view that god or gods or even supernatural beings not quite called "gods" is/are quite perceivable and not vague at all.
If you see something happen, one "obvious" impulse is to try to explain the cause, I think. I mean, it's not an absolute, but I don't think it's unusual, and I don't think it requires external teaching. How one chooses to explain it can depend on a variety of things: knowledge and beliefs a person already has, other people's knowledge available to the person, sensory input, nebulous innate qualities I don't understand, and, yes, imagination, as a philosopher might use to try to understand how the mind works or how it comes out of the brain or what the self is, or somesuch. I don't think coming up with "force I can't directly see doing these things" is too un-obvious, and I don't think that ascribing a consciousness (of some sort) to that force is too far away, if being a god even requires consciousness. Using your imagination to come up with things you know to be fictional is a bit different, I think, than using your imagination to come up with ideas about things that you don't understand in order to make them more understandable, but it's something that can be used to different ends.
The rituals you are talking about, those require teaching--but I'm not convinced the "idea of god" is all that hard to arrive at, if you strip away other things. Likewise, I don't think the idea of no god is that hard to arrive at either. I think it depends on those variables...
Of course, I can't say for certain, because I don't know anyone who was born in a bubble with no ideas inside to influence them
And it's possible you are just talking about the modern world, rather than generalized discussion of theism from all time, and stuff. But it *seems* to me like, in general, theism wouldn't be that hard to arrive at, nor atheism.
As far as asexuality/atheism/privilege...I don't know if privilege is the right word for it. But certainly, before I was aware asexuality was a thing, I just sort of thought it was a symptom of how fucked up and dysfunctional I was. (Which, um, I still can't rule out, but it seems easier and healthier to call myself asexual.) My access to internet, general literacy, and freedom to not get married if I don't wanna allowed me to call myself asexual and live as I want in that respect. Likewise, I do not have to participate in religious rituals or live by theocratic law, and I am not shunned by society and disowned by my family if I say I don't believe in god. I am, however, sort of seen as a negative person by a certain set of society around me, and would be seen as a hellbound weirdo by some extended family members, but eh. I think I get what R is driving at with this, though I don't know if the semantics are correct