This isn't hard to understand - believing in Christ and having a relationship with him does not require practicing a "religion." When i hear the word religion I think of things like Baptist, Catholic, Mormon, Muslim, Seventh Day Adventist, etc. All of these religions have different tenets, leaders, scriptures, etc. Those who practice these religions meet with like minded individuals once a week or so to fellowship and partake of the word, sacraments, and so forth. Hence, "Christianity" is not a religion, but all of the sub groups that make up Christianity are.