Yes one can claim this, but it is egocentric hypocricy par excellence.
This is a delusion, because even if they reject al others as religions with dogma, they create their own belief system with their own dogma. The first dogma is all other religions are false because they have pet dogma. proclaiming 'my dogma ate your dogma.'
When I was in Israel I met many Jews that proclaimed what we believe is not religion, and what others believe are religions. JW actually say the same thing, and others have also made such claims. It is redundantly
ridiculous using the word religion as a club against others claiming we or I am above religion.