What are the benefits of being religious?
Numerous, depending on the beliefs however I think the largest benefit for much of humanity is the sense of community/belonging to a group. Most humans do not like being alone, being an outsider and usually do not do well under these conditions. This is why religion is often very regional. Small groups (of say, Muslims in a Christian area, or Christians in a Muslim area) exist, but for the average person their social and familial ties are connected by a religion, and stepping outside of that puts those ties at risk.
On the flip side, the benefit of social/familial inclusion via religion also bears a risk, and for me that was an intellectual risk. I remember attending a Lutheran church for several years, having friends there and being, at least in some sense, part of it. My mind was free to question things but only to a point. Push too far and the risk of exclusion is very real.