Recently, I was discussing confirmation bias with a friend who proposed an explanation for confirmation bias, and the explanation was essentially that accepting a proposition without evidence (which was described as faith) is the beginning of the process, and it is then socially reinforced by a culture that encourages believing in propositions without evidence and further enhanced by the rampant narcissism of our age.
While I share the concerns about narcissism and social trends that reinforce accepting propositions as true without any evidence, I am less certain that the causal explanation properly starts with accepting a proposition without evidence. My understanding (perhaps because of my pro-science bias) is that our cognitive biases are actually caused by our adaptive responses to evolutionary pressures.
I read a piece in Scientific American by famous skeptic Michael Shermer quite a while ago in which he offers the explanation (based on evolutionary psychology) that the mental heuristics we use to explain phenomena select for propositions to believe not based on whether those propositions are true, but rather based on what the costs are if we make an error. (For some helpful visualizations and an audio explanation of the concepts involved, you can watch Shermer's TED Talk about it.)
This is the general explanation for our cognitive biases: our brains have been shaped by millions of years of evolutionary pressure which have resulted in mental heuristics for assessing the relationships between the events that work in such a way as to help us avoid the kinds of errors that might cost us our lives rather than helping us to find the truth. Our cognitive biases are the result of efficient risk management, not the result of a choice to have faith in something.
The theory that faith is the cause of our confirmation bias problem is a result of confirmation bias on the part of those who already believe that faith is bad and subsequently interpret the evidence of human cognitive errors in light of that belief rather than assessing the evidence that suggests it is caused by scientifically understandable evolutionary processes.
That said, there is a relationship between faith and confirmation bias that should be mentioned, especially because many people in the post-industrial West seem quite prone to it. This relationship has to do with our mental habits. We can develop a habit of believing in things without going through a critical thinking process or we can develop a habit of believing in things after we have gone through a critical thinking process to help filter out untrue conclusions.
As Shermer notes, belief is our default modus operandi. It is our natural predisposition to believe things not based on whether those things can pass the test of critical thinking, but rather on the different costs of committing various errors if we don't believe them. This is why it's important, if we want to work towards true conclusions, to have a critical thinking process to mitigate our tendency to engage in these cognitive errors which are as natural to us as breathing is.
The most pressing danger isn't the cognitive biases that have so far kept us alive long enough to worry about questions of truth, but rather the mental habits that render us unable to even approach questions of truth. If a person makes an assumption that the universe is intelligible, or makes the assumption that the universe is largely incomprehensible, then these assumptions by themselves as single instances will not make a person unable to reason well or evaluate evidence effectively.
We all have operationalized philosophical assumptions. Maybe your assumption is that the scientific method leads to accurate conclusions about how the world really is. There are, admittedly, many problems with this assumption (and it's one I used to believe without thinking critically about it), but making assumptions is necessary to get through life. It's not necessarily a problem to make an assumption.
Any mathematician or logician can tell you that in order to even perform a single mathematical or logical operation, various assumptions are required. Axioms have to be selected to even begin a reasoning process; there is no reasoning process without a set of assumptions. But if assumptions that we accept as first principles (take on faith) are not the problem, then what is the problem?
What will render a person unable to approach questions of truth is a mental habit of accepting claims as true without a critical thinking process, even in circumstances in which such a critical thinking process is quite possible. It may not be possible in a life-or-death situation that requires a rapid response, but it is often quite possible in the post-industrial West where people are not living under the kinds of harsh survival pressures our ancestors lived under nearly constantly.
And I do think that we have a moral obligation to engage in the kinds of critical thinking processes that can help us mitigate our cognitive biases in situations in which that is possible. Whether we are methodists or particularists with regard to the Problem of the Criterion, we have an obligation to critically think about what logical consequences flow from the assumptions we make in our response to that problem.
So while I agree with Michael Shermer that we "are natural-born supernaturalists" as human beings, I do not think that the search for truth is fruitless. It's just very difficult, and we should expect to combat our cognitive biases every day in order to have a fruitful search for truth.