When we speak of religion many theists claim they are not religious, but that is a contradiction in terms. Worship of a god is, in itself, a form of religion.
The primary definition of religion is "the belief in and worship of a superhuman controlling power, especially a personal God or gods." So they are either lying to trick more people into accepting them, or they're idiots.
Both are probably true, the preachers need to separate their claims from the others to make it appear special, this is an old tactic in sales, "a hotdog made of steak." It tricks the brain of the less intelligent into thinking that they are different from the others, but the intelligent people can see through this ploy quite clearly.
Right now religions are beginning to flounder, losing their ability to indoctrinate well thanks to the free flow of information, the youth are no longer buying it. Our biggest tool against the tyranny that is religion has always been knowledge, education gives kids the tools to test that knowledge and ensure that it is factual.
The internet cannot be censored, no matter how much money is invested in trying to censor it. This creates an environment in which indoctrination fails, with the proper education the youth can then test any information and verify what they read, all of this is toxic to any totalitarian idea like religion.
Even North Korea is seeing the government's grip on the people weakened, their theocracy is soon to end in a violent and bloody war yet only a few people know of these stirrings. We see the same with the Catholic church, even their pope is beginning to lessen his own grip on the people there.
But the religious zealots are still holding onto their only excuse for hatred, even creating new lies to help justify that hatred. They attempt to call the rejection of their claims a religion, this is because their religion commands them to hate and even kill those of other religions.
Religion is the ultimate divider, it creates an us versus them mentality even through it's own commands. If there is no "them"then the commands cannot be applied. Thus the preachers must convince their sheep that they are not religious, and convince the sheep that everyone else is religious.