Because caveman clans who believed in an afterlife, and believed to be helped by a god, could fight more brave against other caveman clans who didnt believe such things.
Well, the whole afterlife idea is definitely a result of waging wars, but it's very questionable if it's actually truly beneficial in war. It's very questionable if, because people wanted to be able to answer other kinds of questions related to existence and unexplainable stuff, many cultures didn't believe in some form of religion anyways. Way before the very first war!
Which reminds me, that technology matters a lot more, fearlessness as can be seen from the genocide on Indians in Ancient America or even the Japanese in the second world war, ultimately can't win a war.
To some extent it's probably not even true that 'every' Indian was a brave person. Hollywood created that image inspired by incorrect depictions of old times. Sensational and often quite surreal, but not very close to the truth in most cases.
I really don't buy the 'it makes man brave' theory so much anyways. A good leader can inspire people even more and probably even without a promise of an afterlife (Obama just promises things will 'get better', same thing no afterlife ), just as long as you can 'fool' people what they are about to do is 'the right thing'... it's all equal.
Religion doesn't improve their physique or stamina or accuracy, where as natural drugs to some extent do. Shamans use to be sort of the priests of a village and I am sure it had everything to do with drugs. Add a bunch of impressive magic tricks and people will believe anything.
Regardless of an empty promise for an afterlife or other supernatural stories, it all doesn't change life on earth or even the outcome of wars and in fact some ancient but truly very religious cultures weren't very fond of waging war at all.
I think the main reason why religions got developed more and more up to this day has everything to do with our natural curiosity and our search for answers (beginning of life, question our existence, why do plants need water and sunshine, and by lack of that.. who or what made it fail? ...things like that).
When it comes to braveness, I think it's more courageous to not fear death without a promise of an afterlife anyways. Hah, when I think about it religion might even make people weaker in a sense!
The whole idea that cavemen must have been savages out to conquer more and more land is incorrect as well. Active competition between different groups is likely to have occurred from day one, as happens with many other species, but war is a very modern thing.
. BTW belief in some gods is not strange but is perfectly normal, this belief developed ten thousands of years ago during human evolution, and is still in our genes. 
