Religions come in many forms from animism to the search for enlightenment.
Fundamentally a religion is a set of explanations for the unexplainable combined with performing rituals to do something about it. Without the rituals it does not constitute any more than a body of superstition. Arabic Muslims may have a world populated by djinn but there is nothing in their religion to deal with them. Medeval Christians had a world populated by demons and there were rituals of protection against them. Thus the latter had a religion of demons.