It depends how you define 'religion'. Obviously.
I think the first really good definition of religion was from Durkheim, founder of academic sociology:
“A religion is a unified system of beliefs and practices relative to
sacred things, that is to say, things set apart and forbidden – beliefs
and practices which unite in one single moral community called a
Church, all those who adhere to them”
It takes understanding the wide variation of superstitious & magical practices, & how different say Wuism or Sami shamanism are from Abrahamic practices, to appreciate why this is a good definition. Durkheim is drawing attention to religion's social role, rather than epistemology or cosmology. Say in festivals or prayer or offerings, we see enactments of values, through manifesting shared attitudes towards what is sacred, & that is the source of the social glue of religion, in this picture.
Crucially, things like habeus corpus, scientific method, free speech rights, or the universal declaration of human rights meet this criteria. But a system of thought like say utilitarianism, or effective altruism, do not. With the former set, you have a kind of 'social immune response' build up, to violations of what a community holds sacred, & failure to maintain the sacred value risks dissolution of the community bound by that community holding it sacred - a polity, the international scientific community, democracies, the UN, etc.
You say
"Most importantly we are lacking any scientific proof for any single
one of these conception of moralities"
This has a set of problems. Morality is a branch of culture, seeking to 'prove' a particular culture superior, does not have a good history. There is the assumption there the purpose of morality is unambiguous, & people do say 'wellbeing' or 'net happiness', but when you dig in to what someone means by those things, you find a whole worldview is smuggled into a given persons definition. Sam Harris clumsily ignored the history of philosophy & chauvinism in his attempt at sciencifying morality, discussed here: Is Sam Harris's view of morality innovating? What philosophers innovated specifics on morality?
Jonathan Haidt with his Moral Foundations Theory, finds broad differences between mainly agrarian & mainly pastoral communities, & that disease prevalence & living near disputed borders during key development years tends to lead communities to emphasise the 'sanctity/purity' moral axis which is more associated with pastoral cultures & rightwing conservative politics. Your moral foundations will be shaped by your experiences while your brain is developing, up until about age 25, then tolerance of ambiguity & other critical factors tend to become fixed, eg. amplifying geographical partisan sorting between rural & urban.
You say
"religion is just a pejorative term for science-unfriendly beliefs"
The religious expressions of many people, groups & areas has been entirely compatible with science. For instance Buddhism literally aims at a science of subjectivity & the mind focused on ending suffering, with the current Dalai Lama XIV saying:
“If scientific analysis were conclusively to demonstrate certain
claims in Buddhism to be false, then we must accept the findings of
science and abandon those claims.”
You chose a pejorative way to define religion, with no evidence you present anything essential to what religions are or how they work.
Religions have tended to have or be, wisdom traditions, valuing and recording wisdom. That modern Western culture has generally ceased to discuss wisdom, I link to the deprioritisation of dilemma-solving in science, discussed here: Wisdom and John Vervaeke's awakening from the meaning crises?
You say
All conceptions of moralities are as delusional as religions.
Crucially moralities help us collaborate. As discussed by declaring a value sacred, & enacting the telling & preservation of that, a cultural reaction is generated against violating it. Look at human germline research in Korea & China, & the reaction against that - fulfilling international norms around human suffering & safety & ethics approval means continuing to be able to attend foreign conferences, pursue academic collaborations & many other aspects of being in the scientific community. There are myriad examples. Conform to the community norms, access the benefits of the community, violate & get excommunicated.
I look again to Durkheim for the difference between morality & religions:
"Religion is in a word the system of symbols by means of which society
becomes conscious of itself"
Moral behaviours are culturally emergent eg having sex in private, discussed here How do ethicists tackle the question "Is it immoral to have sex in public places?" Is it possible to use rational and empirical ideas to answer? or attitudes towards obscenity discussed here Is artificially generating images of minors in sexual positions unethical?
But religions seek to harness & shape the way in which we collaborate & bond together, specifically through sharing what we hold sacred. By an experimental process of what makes communities cohere, or not, usually led by 'religious entrepreneurs', or cultural ones. The more coherence, the more 'social immune system' against loss or change, though also potentially more fragility & risk of sudden collapse. This is a process of taking and acting on emergent culture, through rituals, beliefs, experiences, etc etc. The Golden Rule is a near cultural universal in traditions around the world, exactly because prompting people to enact it is so good for collaboration.