Art is the central form of communication of religion. Art gives us the power to express emotions and ideas powerfully. It also allows us to pass religious traditions down from generation to generation.
Geertz's definition of religion states that religion is "A system of symbols which acts to establish powerful, pervasive, and long lasting moods and motivations." The definition of art is "The expression or application of human creative skill and imagination, typically in a visual form such as painting or sculpture, producing works to be appreciated primarily for their beauty or emotional power." The potential emotional power of art is practically the only way to suitably portray the emotions that religion makes us feel. That is why there have been cave paintings, statues and music throughout the years used to define religions all over the world.
From this...
...to this. (BWV 244b/29a)
The oral tradition of song has helped cultures pass on myths and tales revolving around their religion. The songs of many cultures have gone unchanged for centuries and centuries and are still around today. Sometimes, songs go through changes, intentional and unintentional. There were lots of simple hymns in Catholic church around the time of J.S. Bach, and he took the melodies of those hymns and made them into his collection of chorales. Physical art such as paintings and statues are more permanent in a way; obviously they (sometimes literally) more concrete then passing down tradition word of mouth. however paintings and statues corrode and songs can change so much that meaning is lost, so it is hard to say that the methods are the best for keeping something alive, however they capture the emotion and pervasive power of religion better than any written record.
However, you could ask, what came first? art, or religion. I find it likely that art and religion are one and the same. When our brains developed this ability and lingering to believe in higher beings and when we became so curious about the world and developed a drive to find an answer to everything (causal reasoning) I imagine that this is also the time that the creative, artistic aspect of humans came about. Also, some of the earliest art we know of has religious contexts (The Caves of Lascaux). Since religion is a means of explaining the world around us and the uncertainty of everyday events, and art is a means of expressing the creative skill and imagination of humans it makes sense that art is commonly used to express religious thought and ideas. And this explains why it is the most effective way of expressing people's strongest religious beliefs and this would also explain why it is such a universal way of religious expression.