Why did God create humans so this was the case, then?
The "free will" argument doesn't fly. It would be perfectly possible to have a universe with free will, but with unambiguous proof of the existence of God. As we know from the climate catastrophe, people can still use their free will to ignore any evidence they like.
Why would God play this weird hide-and-seek game? If God exists, but set up the world very carefully so that there isn't the slightest hard evidence of His existence, isn't this deceptive, even cruel if it causes billions of humans to end up in Hell with infinite torture over infinite time?
Why is believing in God despite the complete lack of evidence so important in salvation, and treating your fellow man properly so very secondary?
On the other hand, if religion were a confidence game to separate people from their money and power, then all the answers to the above questions are immediately obvious.
The explanation for why there's no hard evidence would be because God simply didn't exist, so He isn't playing a game at all: instead, the world is as it seems.
The explanation for why belief is far more important than good works would be that that good works are not profitable for the people who run the churches, but belief is.