Religion in its purest term is the Laws of God. To follow/abide by the laws is to follow the instructions of the Lord. People have termed religion as different ways to reach God or different traditions that are followed to try and accommodate the Lord's instruction into their lives. But over time, the term religion is now used in a completely different context and most of them hate even the term nowadays.

When one abides by the Laws of God, one does not need any tag of a particular religion.

In his last instruction, Lord Sri Krsna says:

sarva-dharmān parityajya
mām ekaṁ śaraṇaṁ vraja
ahaṁ tvāṁ sarva-pāpebhyo
mokṣayiṣyāmi mā śucaḥ

Abandon all varieties of religion and just surrender unto Me. I shall deliver you from all sinful reactions. Do not fear.