Which is more important to you, your religion or your personal relationship with Jesus? Is it more important to go to church every service, or is it more useful to read your Bible, to know and obey what it says? (I am not talking about never going to church.)
First question, why is reading Scripture less religious than going to church? Or conversely, how is going to church less relational than reading Scripture?
Ultimately however, how is there any difference between our religion and our relationship to Christ? Our religion is our relationship to Christ. It's not a competition between "doing religious stuff" and "having relationship stuff", it's that the Word became flesh and dwelt among us, and this Jesus, who is the Christ, came, taught, called apostles and disciples, established His Church, suffered under Pontius Pilate, was crucified, buried, dead, and rose on the third day victorious over sin, death, hell, and the devil; and that He ascended into the heavens where He sits and reigns at the right hand of the Father until the day He comes again, in glory, to judge the living and the dead--when the dead shall be raised, and God shall make all things new. And thus God has, condescended, in Jesus, to encounter a broken, fallen, sinful, and hurting world of sinners in order to rescue it, deliver it up to Himself, and ultimately bring it to the glorious purpose which He has intended. And we, by His grace, are made sharers and partakers of that glorious thing by the mercy He has for us in Jesus, taking hold of us, appropriating Christ's work to us through the preaching of the Gospel and the Sacraments, making us a people of faith, trusting in this Jesus, whereby we are justified on Christ's account--and have the promise to be delivered through death to life, everlasting life, in the age to come.
That's our religion: God, in Christ, has come down and meets us in our lowliness, to take hold of us and make us His.
-CryptoLutheran