I don’t give ‘causes’ many points for what they are trying to do. Points go to causes for what they achieve. While it maybe nonsensical to ask “Why is there anything in the first place?”, we must address the question of why it seems necessary to ask. It seems to me that Dennett answers the question “Why what we do have is actually intelligible to us?” well. Ditto “Where do our notions of explanation, regularity and intelligibility come from?”. These last two questions are good scientific questions. It is the proper study of the brain. Whether there is a second ‘religious’ meaning to these questions demanding a 2nd sort of answer is up to the proponents of religion.
There is a sort of ‘science’ that considers hypotheses that explain “Why is there anything?”. Such notions seldom (never?) make testable predictions and thus should probably be excluded from science even though it has the trappings of logical consistency. I am less ready than some to admit that some religious systems are logically coherent. (There was nearly a millennium when there was little science, but perhaps a modicum of logically coherent religious philosophy, albeit unfounded on observation. Boëthius and Acquines come to mind.) On “we can forget about Chekhov” I admit that I have not understood Chekhov. I do not mock those who do. Some of what Checkov explains (or at least some modern authors which I do understand), is the proper domain of science. Today literature is indeed frequently far ahead of science is addressing these questions. Literary answers often make us feel differently than scientific answers suggesting that the nature of ‘answers’ is not agreed upon.