Because that was home? The caves provided shelter for predators and the elements, and a fixed place for a fire. So sitting around when there was spare time, of course one would scribble on the walls.
Also, survivorship bias.
Also, survivorship bias.
I'm not even sure one could separate religious and non-religious purposes. I think there was much less of a distinction. Even in ancient Rome, the gods were involved in many everyday activities, it would surely have been even more so in the Stone Age