Another incorrect blanket statement. And I'm speaking as an atheist here.
Religion is defined as the belief in a supernatural being that concerns the cause, nature, or purpose of the universe. Be it a God, bigfoot, unicorns, vampires, mother earth, the spiritual energy that links all living things, or whatever other mumbo jumbo out there. Belief in this supernatural power is the actual definition of religion.
Could there have been a supreme being, or supernatural energy that created our universe that no longer exists now or is not able to manifest itself in the universe anymore? Possibly, but I doubt it. That doesn't mean that there wasn't. That doesn't require a religion either for it to have been true. However, if that "religion" leads humanity into finding evidence that supports it or contradicts it then it was definitely a useful tool for humanity for that.
I'll give you an example. Ever heard of dark matter? It's still a sketchy scientific theory, but it some evidence now that supports it. Not much, but some. Basically as scientists were putting in many variables as to why galaxies coalesce, they were unable to figure out based on many models why galaxies would do this. This is even taking into consideration the extreme forces exerted by super black holes at the center of every galaxy ever found. The power of a super black hole is not enough to form a galaxy. Thus the hypothesis that "dark matter" was the glue that held the universe together. There was no evidence at first for this hypothesis. Believing that such a force exists, despite all that science knew up until that point, could almost be considered a religious following. Why? We have a supernatural power that concerns the nature of the universe at work. This power was dark matter that had no supporting evidence behind it. By using their belief that this dark matter may be the glue that holds the universe together, scientists are able to track down possible evidence to prove or disprove it. Evidence for it has come forward, but it took almost 40 years to do so. 40 years is a LONG time to believe in something like that wouldn't you agree?