Melessa, most non-believers I know would NOT have experienced "comfort" in that belief system even at your DS' age. Only confusion because it didn't seem to be true, and everyone else seemed to believe it and find it comforting and expect us to feel the same way, too.
So it's possible that he's built for belief, if he finds comfort in it and is willing to accept as true those things that he is told.
It sounds to me as though he may be interested in "God as Mystery/Unknowable" as he matures, though. The "why" questions definitely lead that direction.

My observation is that 4yos are inclined to believe what their parents tell them, because their parents tell them. They're very trusting at that age. They'll question, sure, but it's more socratic knowledge-seeking than distrust of information.
My DD was close to 4 when, while discussing her cousin's tonsillectomy, she asked me what tonsils do, and I replied, "I don't know." DD was OUTRAGED. "How can
you not know the answer to my question?!!!" She was quite certain I was lying, because she believed I knew everything.