Like you I've read several views concerning the origin of belief in the paranormal - many have a lot in common with the reasons thought to be behind the origin of religious belief too.
Slowly but surely I seem to be coming to the conclusion that given the myriad of ways for our brains to fool and bamboozle us by misinterpreting incoming information, that psychic or paranormal phenomena probably doesn't exist. In essence that all apparent psychic or paranormal experience has a rational explanation involving the effect of natural forces revealed either sooner or later.
Certainly no one has yet identified a gene for religion there are certainly some candidate genes that may influence human personality and confer a tendency to religious feelings. Some of the genes likely to be involved are those which control levels of different chemicals called neurotransmitters in the brain. Dopamine is one neurotransmitter which we know plays a powerful role in our feelings of well-being; it may also be involved in the sense of peace that humans feel during some spiritual experiences.
There's an interesting Swiss study here which suggested that those who believed in paranormal events and had experienced psychic episodes had naturally ocurring higher levels of Dopamine in their brains. Conversely those who were skeptics had relatively lower levels. By giving the skeptics more Dopamine their skeptical ability diminished.
Of course it's possible that strong levels of belief in God, gods, spirits or the supernatural might have given our ancestors considerable comforts and advantages. Many anthropologists and social theorists do indeed take the view that belief emerged out of a sense of uncertainty and bewilderment - explaining misfortune or illness, for example, as the consequences of an angry God, or reassuring us that we live on after death. Rituals would have given us a comforting, albeit illusory, sense that we can control what is in fact ultimately beyond our control - the weather, illness, attacks by predators or other human groups.
From then on its an easy step from ancient comfort into folklore and modern public consciousness.
Its an interesting thought that an individual's inclination to believe or not may be determined at birth by brain chemistry and subsequently reinforced by 'psychic' experiences associated with an excess of Dopamine and supported by society's folklore, myths and legends - very powerful I suppose should that person remain uninformed.