It really depends on your definition of religion. We tend to superimpose Abrahamic religious models onto how we see "pagan" practices, but in reality many belief systems wouldn't fit what we call religion now. Almost all of them, including traditional Roman beliefs didn't include any notion of their own supremacy or unique truth, for example. The gods were not "perfect" beings or all-knowing they were just ... more powerful people. What you _believed_ was less important than what you practiced (sacrifice, etc.) Christianity was the first to make _belief_ primary.
And this goes back to what I was saying at the start of this thread: the church community is nice. But it is tied to an insistence in belief. Like, you have to have these ideas in your head. That's actually kind of f*cked up if you think about it, and kind of an aberration in the context of spiritual practices in all of human history. Most of the time it was: put this idol in your house or give a sacrifice for a good harvest and we're good. Nobody cared if you believed it or not. It's a series of practices to hopefully alter the world. And some good stories to go with it.
The Romans were incredulous at the early Christians not because of what they believed ("sure, Christ, why not...") but because they refused to follow along in community practices (no sacrifices to the emperor or city gods) and insisted that _only_ their beliefs were correct.