It reminds me of what Pascal did with his bet which explain that to believe in god is statistically more advantagous than not believing in him because you have nothing to lose ; theory disallowed by jonas who said if god don't exist and you believed in God, then you have lose a compelling period at wasting your time for nothing ( he speaks of people who believe and practice the religion).
The question, therefore, is more why do you need a religion than what's yours ?