"Can being spiritual but not religious lead to mental health issues? The answer is yes, according to a recent study.
The study, published in the January edition of the British Journal of Psychiatry, says spiritual but not religious people, as opposed to people who are religious, agnostic or atheist, were more likely to develop a "mental disorder," "be dependent on drugs" and "have abnormal eating attitudes,” like bulimia and anorexia."
Religion.blogs.cnn.com, January 9th, 2013
I think this just shows that the benefit of religion isn't the belief itself, but rather the sense of community. But also note that atheists and agnostics do well in the survey.
Here is the abstract.