Now, we have a fascinating essay on the way we seem to be psychologically predisposed to misunderstand evolution:
The objects to which children will attribute a purpose range from animal parts (e.g., legs are for walking) to whole animals (lions exist 'to go in the zoo'), and even non-biological kinds (clouds exist to make rain). In addition, when asked whether someone created the first of a particular item, children are likely to answer yes for all three kinds of objects (artifacts, biological kinds, and non-biological natural kinds)4. It's understandable, then, why evolution should be difficult to teach to children: it is counterintuitive. Both the non-teleological aspects of evolutionary explanations of the origins of biological kinds, and the lack of a need for an intelligent designer go against children's natural view of things.
There's more, but I want to focus on teleology in particular, as I follow Nietzsche in taking teleological thinking to be some of the most pernicious in our species. As he puts it in The gay science (this bit will be long):
109. Let us beware --
Let us beware of thinking that the world is a living being. Where should it expand? On what should it feed? How could it grow and multiply? We have some notion of the nature of the organic; and we should not reinterpret the exceedingly derivative, late, rare, accidental, that we perceive only on the crust of the earth and make of it something essential, universal, and eternal, which is what those people do who call the universe an organism. This nauseats me. Let us even beware of believing that the universe is a machine: it is certainly not constructed for one purpose, and calling it a `machine' does it far too much honor.
Let us beware of positing generally and everywhere anything as elegant as the cyclical movements of our neighboring stars; even a glance into the Milky Way raises doubts whether there are not far coarser and more contradictory movement there as well as stars with eternally linear paths, etc. The astral order in which we live is an exception; this order and the relative duration that depends on it have again made possible an exception of exceptions: the formation of the organic. The total character of the world, however, is in all eternity chaos -- in the sense not of a lack of necessity but of a lack of order, arrangement, form, beauty, wisdom, and whatever other names there are for our aesthetic anthropomorphisms. Judged from the point of view of our reason, unsuccessful attempts are by all odds the rule, the exceptions are not the secret aim, and the whole musical box repeats eternally its tune which may never be called a melody -- and ultimately even the phrase `unsuccessful attempt' is too anthropomorphic and repraochful. But how could we reproach or praise the universe? Let us beware of attributing to it heartlessness and unreason or their opposites: it is neither perfect nor beautiful, nor noble, nor does it wish to become any of these things; it does not by any means strive to imitate man. None of our aesthetic and moral judgements apply to it. Nor does it have any instinct for self-preservation or any other instinct; and it does not observe any laws either. Let us beware of saying there are laws in nature. There are only necessities: there is nobody who commands, nobody who obeys, nobody who trespasses. Once you know that there are no purposes, you also know that there is no accident; for it is only beside a world of purposes that the word 'accident' has meaning. Let us beware of saying that death is opposed to life. The living is merely a type of what is dead, and a very rare type.
Let us beware of thinking that the world eternally creates new things. There are no eternally enduring substances; matter is as much of an error as the God of the Eleatics. But when shall we ever be done with our caution and care? When will all these shadows of God cease to darken our minds? When will we complete our de-deification of nature? When may we being to `naturalize' humanity in terms of a pure, newly discovered, newly redeemed nature?
Embracing the idea that we are not part of anything supernatural, that the only purpose our lives have is the purpose we believe it has, is extraordinarily difficult. This, I think, is why theism is so important, and ultimately so inescapable: for whatever reason, we are driven to locate ourselves in a higher order, and most people are either unwilling or unable to make the existential and cognitive leap to embrace the chaos and anti-supernaturalism Nietzsche is calling for here.
And, of course, the theory of natural selection is not an instance of teleological thinking. Without throwing in a god to generate the right mutations at the right time, the theory has no final ends and no given destination, merely individual organisms going about their business. But even its defenders can fall back into teleological thinking -- witness Richard Dawkins' theory of the selfish gene, wherein organisms are the means by which genes pursue their purpose, the end (telos) of replication.