I can't help but think that it's just not "cool" to be religious. It's seen as things our parents did, and every one wants to be an edgy atheist. For better or for worse, humans drew community from their churches (or other religious institutions) for a very long time. Churches were uniquely well-suited to "scale" with modern life and urbanization, especially compared to other traditional communities. I'm not saying you have to be any specific religion; I'm guessing many other religions are welcoming as well. But pick something where you can find a community of friendly people who share your values (this is possibly most important).
Edit: I see that the parent comment has now felt compelled to apologize for suggesting that religion could be a good thing. That's pretty sad. Just because you don't believe in God doesn't mean it can't be a helpful thing for others. Quite frankly, I also believe it's helpful for mental health. Believing that when you die you will just disappear is a rather depressing worldview, and I know people with serious health issues who are atheists and are struggling with that. Same with many aging people. On the other hand, being able to "offer something up to God" can be quite cathartic and an excellent way to relive stress.
Priests were the therapists of olden days.
Edit 2: For further clarification, here's my response to those who say "just gather like-minded people". It's much harder to do that without religion. The best definition of religion I ever heard was "an ideology that provides a comprehensive worldview". In other words, something that shapes your perspective on and understanding of every thing else. It is not easy to find such a group of people who share such basic understandings and values without the use of religion.