You are right that neuroscience explains why the human experience is rich. But it does not explain why there is any experience at all. We assume (perhaps wrongly) that matter like the tea in my cup and even the cells in my feet have no subjective experiences of their own. We also believe (probably rightly) that brain processes are just the same kind of stuff obeying the same physical laws. Yet my brain processes correspond to real, subjective experiences. I am concious. This particular(assumed) difference between tea and me is left unexplained by neuroscience. Neuroscience does explain why I am smarter than my cup of tea, as can be observed by looking at our external actions. That's good, but it doesn't make the question of internal experience go away. Perhaps this question is what you mean by "...we cannot conceive of how a mental state could arise from a brain state...". Actually I don't think this is so hard to conceive: my guess is that all physical process correspond to subjective experiences. Decartes had other ideas. The really hard thing is to put any such guesses to the test. Science, which strives to explain the objective phenomena might deal itself out of the game when it comes grappling with inherently subjective ones.

I've never seen a good definition of the word "Religion", most attempts manage to leave out some major world religion or another. This vagueness is fine, there's not much point trying to distinguish political ideologies from religions. There not usually the same thing, but sometimes they do meld together. This is why the the Americans were wise to protect both of them in the 1st amendment.

I think even godlike super-aliens face evolutionary pressure. They might be able to change their taste and preferences, and some would choose VR, while others do not. Even if there is no Malthusian competition between them, the kind who to decide that they want to swarm the galaxy will be the most likely to to exactly that.