In a religious context it comes from the control mechanism of Christianity where believers were told that God would deliver them from evil, sinners all for having been born in the first place and only God could provide salvation. For others the lack of self esteem that comes from their self-perceptions means that they look externally for answers or a 'deliverance from their 'bondage'.

I wonder how many people think Spirituality can save them, and from what.

One of the reasons people don't look within is their own self-perceptions, often it's not easy to have healthy perceptions of yourself when your personal history has been a long way from perfection. When people feel broken they can see themselves as the last person that's going to help them. Often when people express this kind of sentiment there are some pretty deep-rooted issues that can start in childhood and carry on through adult life, and it's not a very nice place to be. For me, this is the Spirituality beyond the ideologies and the theologies.