I've thought about this. Aristotle doesn't draw as hard of a line between right and wrong behavior or advocate for specific actions, with the right action depending on circumstance, and to finding the middle path. Traditional religions might be a bit more hardline, with specific rules or commandments. It's easier to identify with belonging to a particular group when the line between belonging and not belonging is more crisp and defined by particular practices.

Would love to know if others have takes.

There actually were religions founded around the philosophers. The mathematikoi were a cult of followers of Pythagoras that believed everything was Number, and they believed they could purify their souls by learning theorems. And the Neoplatonists founded a religious school based on the works of Plato (with significant elaboration by Plotinus). Christianity ultimately incorporated many Neoplatonic beliefs, along with Stoic beliefs that stemmed from Heraclitus, who argued everything was Logos, which has one translation as Word, which is an opening statement in the Bible’s book of John. Aristotle’s works also went on to have a transformative impact on Judaism, Christianity, and Islam through Maimonides, Aquinas, and Averroes, who all interpreted his works.

I agree it’s still interesting that major religions were not founded at the time of the early philosophers — maybe it’s because religion as we conceive of it today depends on a type of bureaucracy that wasn’t achievable in the classical era?

The Greek philosophers were more wise, humble, and didn’t think they’re deities.