In the US churches file taxes as not for profit orgnazations, this categorization is not exclusive to church's, so this implication that religions get some sort of exceptional tax break is really unfounded.
I'd also note that 'tribalism' is a fundamental human charactistic. Of course we tend to gravitate toward, socialize with, and give preference too those we perceive to be like us. Whether it's people who cheer for the same sportsing team, the same ethnic group, the same school, the same political party, it's all really isomorphic to those who share a religion. So I also find this idea that people who believe in magical worlds have some sort of advantage over those that don't, to be similarly without basis.
But perhaps I missed your point and you meant something else?