The assertion was that "there is a relationship," without any sort of qualification. I'm saying that relationship only exists because of the belief itself and if we all stopped believing it tomorrow, there would be no relationship any longer. So it's not really a correlation at all and only an imaginary one that has largely built itself up on conditioning, upbringing, and so on.
I'm not saying you're wrong nor denying a tenuous correlation, I'm saying it's faulty to assume a correlation where one only exists due to external factors, and that leads to the problems that both you and I point out with the correlation.