People believe in more than just God.
As Voltaire once said, if God didn’t exist, it would have been necessary for humans to invent him.
If humans were somehow wired to not believe in gods or the supernatural, they’d just find other, non-god, non-supernatural things to be religious about. They’d toe the line right up to the supernatural until some genius gets the idea of “hey, maybe these religions don’t have to have anything real to orient around!” And everyone would hail him as the first prophet.
In other words, religion isn’t a concept, it’s an entire way of thinking. To get rid of that way of thinking is to remove an essential component of what it means to be human. In a world where religion wasn’t a way of thinking, it would eventually become a concept.