I suppose this depends on your definition of a religious, but I believe it is generally accepted that any religion requires faith, and by definition that means faith in something that you don't have facts to back up.
Ask 5 people what "faith" means, and you'll get 50 answers. I'm not saying this one is invalid, but it's not representative.
Now, it is true that no religion has concrete proof. That's true of every worldview. That's because worldviews aren't about the facts, they're about interpretation of the facts. Atheism and agnosticism included.
It's also true that every worldview I'm familiar with can present evidence to support itself. Of course, such evidence will never actually convince anyone of an opposing worldview, because they have an alien interpretation.
That is, I feel, the root of the problem, how can you whole heartedly believe in something for which you have no facts, and still consider a piece of information that conflicts with your faith without a bias.
Much of this, I've already addressed. My point is that
every worldview has this problem.
Now, the more dogmatic one becomes, the more this issue crops up. I will grant that religion lends itself to dogmatism with depressing readiness, but dogmatism is neither exclusive to nor universal in religion.
Just as an example that I discussed with someone the other day, there were a great many people that put up a lot of resistance to the idea that the world was round, they believed word for word the bible, whose account of creation sort of made the world seem much more flat. Naturally their faith forced them to look at this new information in a hostile way. This tiny example of differing interpretations is one of absolutely countless times that religion has impeded the advancement of knowledge.
*sigh* That's not religion, that's simple observation. Look around you, it's
obvious that the world is flat. What is obvious is not always true.