I'm not sure that it is more comforting to think that there is someone at the helm, as much as anyone who aspires to be considered to be at the helm has to keep pushing that story, so it gets repeated more often and with better special effects than the story about there not being anyone at the helm.
Actually being in control of stuff is very difficult, but convincing people that you are in control of stuff is pretty easy as we are all suckers for narrative. The main ways to disrupt a power narrative is to spread other narratives or for a situation to occur that upsets the existing narrative, so getting people to make up new ones. This explains why totalitarian governments can collapse so quickly, which wouldn't be possible if the people running them were actually in control of anything.
It's comforting to think that people can control the direction of every choice in the world, and that someone is at the helm.
It's uncomfortable to think about the daily series of random, unconnected decisions that drive the direction of our species.