I sometimes suspect those who feel they need religion actually have a lack in their own ability to discren and thus fill that void by enjoining with a collective.
Or, they are saving a lot of time by not trying to re-invent the wheel.
Religion provides a good mechanism for spiritual advancement for people who are illiterate, not scholars, or don't have the time to expend thousands of hours on independant study.
It's similar to Martial Arts. Instead of trying to learn alone, I as a Shaman/Master/Priest/Instructor can take you from zero to competency in just a few years by employing a well-established, proven framework for advancement that has been developed over the course of centuries exactly for that purpose.