Holding hands is hard wired in us, it makes us feel secure on an instinctual level.

When someone prays alone, they hold their own hands and our brains are dumb enough to not know the difference.

When done with a group and you hold each other, it promotes group bonding as well.

It’s like when they have you shake hands or hug your neighbor to begin with, it’s the same psychological reaction as smiling because smiling makes you happy.

You’re tricking your brain into thinking everything is fine and you’re safe by going thru the motions.

It’s much older than any religion that exists today, it’s older than hominds.