What religion essentially does is it lets you outsource stressing about the Big Questions to an institution, and thus find inner peace. I've heard ex-Mormons say that there's something very unifying about everyone believing a common dogma and treating it as real -- they say the warped group reality likewise creates a feeling of one-ness. There are other ways of dealing with the nagging Big Questions, they just require a bit more mindfulness. Then religion also provides other things like a rudimentary moral framework, rudimentary mental health support, a feeling of community (through service etc, also group singing has been proven to controbute to a feeling of one-ness) -- all in one neat and easily consumable package. These are all things you can also have without religion; you just have to be a bit more mindful and intentional about it.