From a Lutheran perspective, we believe that people will have a "god," because we are naturally driven to look for something/someone for all good things (this is essentially Luther's definition of what a god is). So, we would agree with the statement in the Catholic Catechism that "man is a religious being." We also would cite St. Paul in Romans 1:19-20, Acts 14:15-17, Acts 17:22ff.
However, to know the true God, we need His revelation to us which comes through the proclamation of the Gospel of Jesus Christ, as well as through the Sacraments (Baptism and the Lord's Supper). It is through these means of grace that God calls us to Himself and justifies us sinners before Him on account of Christ. We are naturally turned away from the true God and need Him to bring us to Himself through these means.
The Small and Large Catechisms of the Lutheran Church talk about these in more detail, particularly in the Large Catechism's exposition on the First Commandment and in the exposition on the Third Article of the Apostles' Creed.
I'll quote from the statement about the Third Article, because the catechism makes the point that it is the Holy Spirit who brings us to faith in Christ for our salvation:
Just as the Son obtains dominion, whereby He wins us, through His
birth, death, resurrection, etc., so also the Holy Ghost effects our
sanctification by the following parts, namely, by the communion of
saints or the Christian Church, the forgiveness of sins, the
resurrection of the body, and the life everlasting; that is, He first
leads us into His holy congregation, and places us in the bosom of the
Church, whereby He preaches to us and brings us to Christ.
For neither you nor I could ever know anything of Christ, or believe
on Him, and obtain Him for our Lord, unless it were offered to us and
granted to our hearts by the Holy Ghost through the preaching of the
Gospel. The work is done and accomplished; for Christ has acquired and
gained the treasure for us by His suffering, death, resurrection, etc.
But if the work remained concealed so that no one knew of it, then it
would be in vain and lost. That this treasure, therefore, might not
lie buried, but be appropriated and enjoyed, God has caused the Word
to go forth and be proclaimed, in which He gives the Holy Ghost to
bring this treasure home and appropriate it to us.