The OP isn’t even correct. Not all religions teach that there is an immortal soul, an afterlife, or reincarnation.
What makes a religion a religion and not a philosophy is a belief without evidence in a supernatural influence on our world, or a supernatural plane of existence. In this case, supernatural meaning something that ignores the laws of the natural, physical world, or exists wholly outside of it.
That’s my main point, but to save on double-posting, I’ll opine that the reason I take issue with religion is precisely because there is no evidence that leads only to the conclusion that there is anything at all that is supernatural, and certainly nothing that can be concluded about such a thing without belief, which is nothing more than a guess.
Much of human history and intellect has been wasted on the futile exercise which is guessing and disagreeing with other people’s guesses about something that has no observable effect on the world other than what people do with their opinions about it.
If there is an invisible magic box in the sky containing a slip of paper with a number on it, and it can never be observed or found because it is beyond the physical plane of existence, then it is for all intents and purposes imaginary, and all guesses which claim to know the precise number which is written on that paper are not only very likely to be wrong, but also totally impractical and useless, and there is not one single shred of a thing to be gained by arguing about what number is written on that imaginary piece of paper.
Yet for thousands of years, humans have devoted time, money, armies, and committed atrocities based on their little, insignificant and likely wrong opinion about what number is contained on that imaginary piece of paper, and have in a fit of delusion guided themselves and others to ruin because they believe erroneously that the invisible magic box is speaking only to them and has told them the correct number.
There is no grander waste of human life than the pointless bottomless hole which is the argument about the supernatural. A more rational species would have quit wasting so much precious life on such futility.