The comparison is very bad: something like burning wood gives you small psychological comfort but no benefit, while something like religion brings quite a lot of benefits for a large segment of scientifically illiterate or psychologically "unstable" people (and besides basic school knowledge of science, most people are quite "illiterate" unfortunately, they lack the most important parts of experiment based reasoning, the skills to build clear and falsifiable hypotheses, a "true" understanding of evolution and why it works and so on...).

Also, to make wood burning unnecessary, you only have to give people access to electric or gas heating, and after this only a few nostalgics will occasionally burn wood for "recreation". To make religion unnecessary, you'd need to educate people to quite a high level (scientific knowledge and reason can only replace religion once somebody gains quite a deep and intuitive understanding of both) and you'd also need to have a "socially healthy" society that promotes "healthy" relations among people (a completely unsolved problem imho, although we like to think otherwise!), replacing part of the socio-moral function of religion (basing morality on religion, you get an ugly but working system of "no-think ethics" that has a lot of bugs but works on "all platforms", not matter how irrational they may be). It's much harder to bring people to a high enough level of education, psychological health and "social health" than to just give them central heating. Religion is quite an ugly hack, but it solves quite a bunch of problems for quite a lot of people, although these are mostly "hard to measure" problems.