The following is a definition of the word ‘religion’.
Religion is an organized collection of beliefs, cultural systems, and world views that relate humanity to an order of existence.
Given that definition, all have a religion of one type or another. Even Atheists believe that there is no God and have faith in that belief system. If you had no religion, then you probably wouldn’t exist. Perhaps being agnostic is the closest to having no religion and if so, it is because they don’t have any idea or clue about the meaning of life and origin of the universe.
Try this page “Fatheism“. It talks about the strengths and weaknesses of theism, atheism, and agnosticism.