I'm not convinced of that. Jung wrote about archetypes and the collective unconscious at a time when DNA research was barely getting started. Today we would say that instincts are programmed into our synapses by DNA.
We might also rephrase Jung and say that the more-than-ninety-percent universal belief in the supernatural, and specifically in a creator, indicates that this belief is an instinct. While many instincts are clearly survival traits, such as the almost universal instinct among higher animals to run away from a large creature with both eyes in front of its face, there's no reason not to assume that some instincts are also the result of genetic bottlenecks or genetic drift, and exist for no reason except sheer chance.
It's possible that somewhere in our genetic ancestry the instinct to believe in God sneaked into our gene pool, and due to a horribly unfortunate set of random circumstances, all of us have it.
Or almost all of us, since my family seems not to.
It is still a learned concept methinks. If a child was left alone to its own devices in the wild would it conceive of a theism?