In almost all fictional worlds, God exists, whether the stories are written by people of a religious, atheist or indeterminate beliefs.
It’s not that a deity appears directly in tales. It is that the fundamental basis of stories appears to be the link between the moral decisions made by the protagonists and the same characters’ ultimate destiny. The payback is always appropriate to the choices made. An unnamed, unidentified mechanism ensures that this is so, and is a fundamental element of stories—perhaps the fundamental element of narratives.
In children’s stories, this can be very simple: the good guys win, the bad guys lose. In narratives for older readers, the ending is more complex, with some lose ends left dangling, and others ambiguous. Yet the ultimate appropriateness of the ending is rarely in doubt. If a tale ended with Harry Potter being tortured to death and the Dursley family dancing on his grave, the audience would be horrified, of course, but also puzzled: that’s not what happens in stories. Similarly, in a tragedy, we would be surprised if King Lear’s cruelty to Cordelia did not lead to his demise.
Indeed, it appears that stories exist to establish that there exists a mechanism or a person—cosmic destiny, karma, God, fate, Mother Nature—to make sure the right thing happens to the right person. Without this overarching moral mechanism, narratives become records of unrelated arbitrary events, and lose much of their entertainment value. In contrast, the stories which become universally popular appear to be carefully composed records of cosmic justice at work.

Robin Hanson on stories as religion. He mentions Syd Field's famous book on screenwriting Screenplay as one of the influences that codified this predominant form of Hollywood storytelling.

This notion of justice in movies is indeed the dominant model in Western filmmaking, to the point where movies sacrifice the unexpected in the name of conformity to norms of morality.

However, in some cultures, movies don't reflect such optimism about the world. When I was a child my dad would rent many Chinese movies from local video stores, and I was struck by the dearth of happy endings. Families lost children to tragic accidents, wives suffered in marriages to abusive husbands, citizens suffered again and again at the hands of heartless government bureaucrats, institutions, and policies.

Having grown up mostly on a diet of Hollywood films up until that point, it was a shock to the system. Where in the world would people make movies with such a grim worldview? Perhaps this is one reason Hollywood movies make for such good exports.

Now that I have several thousand movies under my belt, I'm more easily bored by movies that adhere to the "good guys win out" archetype. Genre movies still intrigue me, but predominantly when directors play off the form. Film festivals are a draw for their wealth of movies that work outside storytelling conventions. I'm curious to watch Boyhood not just because of the way it was filmed (over 12 years, using the same actors) but because Richard Linklater has always been a bit of a sui generis in Hollywood.

With the internet, cord-cutting, and the slowdown of growth in per capita attendance of the movies, perhaps we've also reached the peak of demand for the 90 to 120 minute filmed drama. Art forms have always come and gone, and the movie drama has had a good run. It's not likely to just disappear, but its cultural and economic pull may never be as great again.

Perhaps I'm extrapolating too much from San Francisco given that I last lived in Los Angeles with a ton of movie-loving film school classmates, but fewer and fewer people, especially those in Generation's Y and Z, seem to love the movies. Isn't this how you suddenly graduate to being old? One day you just look at the younger generation and wonder why they're on YouTube and Snapchat and Tumblr instead of appreciating movies the way you do. It just sneaks up on you, and then you're gaping across the chasm.

In another fascinating post on the same subject, Hanson writes:

Thus in equilibrium, people are encouraged to consume stories, and to deludedly believe in a more just world, in order to be liked more by others. This is similar to how people have long been encouraged to be religious, so that they could similarly be liked more by others.
A few days ago I asked why not become religious, if it will give you a better life, even if the evidence for religious beliefs is weak? Commenters eagerly declared their love of truth. Today I’ll ask: if you give up the benefits of religion, because you love far truth, why not also give up stories, to gain even more far truth? Alas, I expect that few who claim to give up religion because they love truth will also give up stories for the same reason. Why?
One obvious explanation: many of you live in subcultures where being religious is low status, but loving stories is high status. Maybe you care a lot less about far truth than you do about status.