What does religion give us? Faith
Faith in what? An unknown force/a known force/a recognisable force
What else does religion give you? A moral sense of direction
Hold on! Let's go back on the last one. Do non-believers not have any moral sense of direction? I don't think so. I've known athiests who would gel very well with society and be up to all the socially acceptable norms. Their definition of "right vs wrong" could very well be derived from religion, but it isn't. In fact, one wouldn't come to know that they're atheists unless they said so themselves.
Check out the article Ethics Without Gods, especially the section titled Back to Ethics. The section quotes Plato's argument about there being a standard of "goodness" that is independent of the God who's preaching it.