Jesus Christ even carried out a few-year pilgrimage with the purpose of studying yoga. Also Gautama Buddha studied Yoga for all his life. Bodhidharma brought Buddha's raja yoga from India to China. In Tibet people do not call themselves the Buddhists but the yoga practitioners. Padmasambhava is a yogi as well.
Yoga is the essence of every religion and is that what all religions have in common.
If a man really wants to go deeply into the mystical and spiritual essence of their religion, then he or she comes to practise yoga. We say that yoga is not a religion in a sense of an individual creed or a sect separating from others, we also say that yoga is the substance and profundity of every religion and its inner cult. That is why one can be a member of every religious society and practise yoga. Two rules, or if one prefers, two commandments present in all scriptures such as Veda, Koran or the Bible are as if two angelic, divine wings of the Laya Yoga training. Mysitical contemplations, profound teachings of Immemorial Wisdom, prayyer mystery, senses composure, charismatic miracles, all these are the subjects of yoga in evrey religion that exists.