Wolves, lions, and pretty much all primates have "societies" set up, with alphas and betas, and individuals with societal roles, etc. Ants and bees are another example. The bedrocks involved here are all inherited, not newly evolved.
Once animals developed enough intelligence to conceive of a process by which there might be "eternal life for individuals" (which, of course, didn't happen until ourselves), we began doing so by imagining a mechanism by which it could happen. Every one of our animal ancestors must've had a strong desire to survive, else none of us would be here. I think "Heaven" is a natural extension of our innate, powerful instinct to "survive", and "God" is an extension of our instinct to designate "alphas" in our community.
Also, this "no natural predators" thing is a pretty recent development. People were getting killed and eaten by bears and lions and tigers and wolves and sharks and piranhas and even anacondas and pythons not THAT long ago 
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