This is because, all souls desire true happiness, i.e. happiness associated with God. To fulfill this natural desire for bliss, the mind constantly creates 'desires' every moment. There are five types of desires - the desire to see, desire to hear, desire to smell, desire to taste and desire to touch or feel.
The mind desires to enjoy subjects related to these five senses, and it can desire for objects only in two areas - either related to God or related to Maya, the material world. Hence, this mind can either desire for God or for material objects. There is no third area where the mind can seek for happiness.
If we believe that happiness can be achieved from this material world, we will aim to fulfill our desires in this realm. If we believe that happiness can be achieved from God, we will automatically desire to attain Him. This is a natural tendency and not learnt from anyone. Not just humans, but even animals and birds have this innate understanding. The mind works in accordance with the decision of the intellect, and has to desire what the intellect thinks is the source of true happiness.
svatantraḥ kriyamāṇe vai kṛito bhagavatā vidā
The material world is readily visible, but God is not easily seen. It is the nature of the mind to desire material pleasure, as it is made of the same elements (Panchmahabhut) that constitute the material world. It is very natural and easy to get attracted to things that we can see, and we can see this material world and not God. Although the Vedas, Shastras and Puranas praise God, and the message is repeated by the saints, our mind is not able to concentrate in that direction. The mind is easily attached to material objects of pleasure, and seeks happiness in them.