Religion is not interchangeable with theism. Many people, including me, are religious whilst also being atheists. Depending on the source, religion can be defined as a supernatural based idea (god/gods) or (the way I see it) more like Emile Durkheim saw it “a unified system of beliefs and practices […] which unite into one single moral community called a church, all those who adhere to them.”
So, for me, religion gives me a sense of community, support and a structure to guide me. It doesn’t rule me and I don’t have to worship or pray to a supernatural being that doesn’t exist. So in my (biased) view, I get the good bits of religion without the shitty awful bits such as telling everyone only my religion is right, telling everyone what to do based on what I think and generally being an arsehole.
Most people like some type of community because we are, at bottom, social creatures. My own religion allows me to be both individualistic and also part of a community and I think a lot of people feel that their religion gives them that sense of community. A more worrying aspect of religion is theistic religion - worship of a supernatural being/beings - because that is irrational, which is not in itself a concern, but when whole societies are controlled via theism then people suffer.