Here's a quote from a New York Times article by Paul Bloom and Konika Banerjee on why we tend to believe things happen for a reason:
This tendency to see meaning in life events seems to reflect a more general aspect of human nature: our powerful drive to reason in psychological terms, to make sense of events and situations by appealing to goals, desires and intentions. This drive serves us well when we think about the actions of other people, who actually possess these psychological states, because it helps us figure out why people behave as they do and to respond appropriately. But it can lead us into error when we overextend it, causing us to infer psychological states even when none exist. This fosters the illusion that the world itself is full of purpose and design.