What advantages does being religious have now versus not being religious? If you were to go back in time and eradicate all religious things, and wipe the minds of everybody in regard to religion, do you think that a new religion would spring up? I do. But that's not saying anything other than "humans have a tendency to make up magical beings to tell them what to do". It doesn't mean religion is right.
You need to read more about the history and psychology behind religion in order for you to truly understand the psyche behind it and how, if it may have been beneficial at one time (which no one is sure of, as I already mentioned it could be an evolutionary by-product), it was shaped by
how we evolved. You're still hiding behind the assumption that "It's been around this long and religious nations always win so it must be advantageous" , which I think is ignoring other possible reasons as to why religion is so prevalent. As I mentioned, it makes a lot of sense to have come as a by-product of human evolution and the tendency to "need" an authority figure to listen to earlier in human evolution in order to survive.
Daniel Dennett talks a lot about how religion may (and probably did) come to exist, and why it is such an ubiquitous phenomenon. I haven't actually finished this book yet but from what I've read it's fantastic.
Breaking the Spell - Religion as a Natural Phenomenon
I wish I had the book on me now, because at one point he actually talks about how it may have been beneficial for our hunter-gatherer ancestors, in one facet because it still gave people a form of hope if in a very dangerous situation (As our ancestors surely almost constantly were), therefore they were more likely to suffer through the struggle and persevere, whereas a non-religious person (or a person without the "god gene", if it exists) may have realized the futility of the situation and just given up.
In this scenario, on both sides, perhaps almost all of them ended up dying anyways, but on the freak change that somebody survived the ordeal, not only would they be heavily psychologically affected by the strangeness of them surviving and thus attribute it to whatever religion they prayed to, they would also be more likely to "pass on the god gene" (if something like that exists, and it could be actually genetic or memetic) to their ancestors, happening enough times over the generations to result in billions of credulous humans.
This would be an example to how it would have been advantageous in our early beginnings when we were a struggling people not having internet debates while drinking coffee in our climate-controlled domiciles, but running from a pack of wolves with a baby in their arms. So my point is today, lacking most dangerous situations where one might psychologically be forced to pray to a deity, we don't really "need" that anymore.
Interestingly enough, almost all of the science-based hypothesis on religion seem to result in the likely possibility that homo-sapiens may not have survived long enough without their credulity in regard to folk religion (or it's proto-ancestor, evolving to listen to authority), all of this meaning that your point has some value--- my argument is that it doesn't make it true, or more useful in modern times (other than being an obvious social faux-pas).
It's a very good book.