That’s right. A Christian is one who practices pure and undefiled religion. Which is helping the orphans, widows, and keeping oneself unstained from the world, James 1.
Now the rest of the world is religious too. Some are part of man-made religions that try to mimick Christianity. Some are religious by following some other world religion or philosophy of men, Acts 17.
Even the atheists, agnostics, and evolutionists are religious.
Though all men are religious, most are religiously wrong. This is the majority of people who bow to something that is inferior to the true and Almighty God of the Bible.
“So Paul stood in the midst of the Areopagus and said, “Men of Athens, I observe that you are very religious in all respects.” Acts 17:22.
Why do men worship lesser gods? Because of their vain minds. Because they love carnal things and detest God’s rules. They reject the true God out of a rebellious spirit. See Romans 1 Believe it, all men are religious, but they are religiously wrong.