The only good thing about religion is the music. Because nature is filled with balances and opposites, there are always exceptions to the overall rules, whether the overall rules are bleak or otherwise. If you propound a joyous theory of existence, I will find an exception to that. If I propound a bleak theory, someone will find a joyous exception. That's just nature being nature, I think, and I don't think it offers a lot of hope. It's sort of a respite along the way.
At a theoretical level, I think a naturalist approach to religion is just asking questions I'm not interested in. They're perfectly legitimate in their own terms, but they don't address the actual experience of how one or other aspect of religion becomes existentially meaningful to us in our actual lives. The fact that we ourselves are the subject of investigation makes all the difference.