Richard Dawkins and Daniel Dennett, half of the “Four Horsemen of New Atheism,” recently indulged an Oxford audience with an hour-long conversation about the “evolution” of religion. The two are among the most outspoken intellectuals currently arguing that religions are more or less evolving things that “trick” adherents into beliefs for their own selfish purposes.

Dawkins, a prominent biologist and author of The God Delusion, coined the...