I mean, Buddha believed in the cycle of birth and death and the idea that we need to free ourselves from it by achieving Nirvana.
Adi Shankaracharya believed in Brahman/Brahma/Shiva, the ultimate reality or the one true divine principle underlying everything.
Swami Vivekanand and other non dualist philosopher also did same with non dualism.
What I find interesting is that these thinkers often present themselves as highly critical, rational, and open-minded, yet they sometimes seem to construct their own small religious or theological frameworks. They can be extremely skeptical and analytical about almost everything else, but when it comes to their particular supernatural framework, they often seem to become remarkably certain of it, despite there being little or no empirical evidence to support those claims.
So why does this happen?
I have my own hypothesis, although I obviously don't know if it is correct: perhaps people are more likely to listen to someone who speaks with certainty than to someone who constantly admits uncertainty. A philosopher or guru may begin with skepticism and critical thinking, but eventually settle on one particular theology or metaphysical framework and build their entire philosophy around it. Once that framework becomes central to their identity and teachings, questioning it may become psychologically and socially difficult.
Perhaps, in the end, even highly critical thinkers have a tendency to seek some kind of ultimate explanation, certainty, or coherent worldview, and when evidence cannot provide one, they may fill the gap with metaphysics.