It's about relationship, not religion.
Actually, it's about both.
Jesus said: "Don't think that I came to abolish the Law or the Prophets. I did not come to abolish but to fulfill." (Matthew 5:17)
Is Jesus seeking relationship? Yes.
And religion provides a healthy framework for that relationship.
You may say, "But there are so many bad religions," and you're correct.
But just because there's one bad Apple doesn't mean I'm not gonna eat apples.
Or just cause one person played music incorrectly, off-tone, and unpolished, doesn't mean I won't listen to music ever again.
Or just because someone hurt me in the past doesn't mean I'm closing myself off from ever experiencing love.
The issue isn't religion.
In fact, James says: "Pure and undefiled religion before God the Father is this: to look after orphans and widows in their distress and to keep oneself unstained from the world." (James 1:27 CSB)
So then, what is the issue? Religiosity.
I think people say Christianity is not a religion because Christianity focuses on what Christ did, not on what we can do.
Religiosity, on the other hand, encompasses the things we do to be right with God.
See the difference?
“We define religiosity as the degree to which someone is involved in organized religious activity (religious practice), the degree to which their religion influences their behavior (religious influence), and the degree to which a person feels hope in a religious sense (religious hope).” [source: Religious affiliation and religiosity and their impact on scientific beliefs in the United States.]
Here's the thing about religious hope or religious faith...
Religious faith is contrary to Biblical faith in that it focuses on the religious organization or denomination rather than the saving grace of Christ Jesus.
Therefore, we aren't called to choose relationship or religion; we are to watch out for religiosity, religious hope, or religious faith.
We are called to keep our eyes on Jesus, the one on whom our faith is founded.
Hebrews 12:2 CSB
"keeping our eyes on Jesus, the pioneer and perfecter of our faith. For the joy that lay before him, he endured the cross, despising the shame, and sat down at the right hand of the throne of God."