The trick

In order to think positively ongoing (i.e. not be depressed) there needs to be a sub conscious drive towards that.

In those crunch moments (when it's not even necessarily known that you're making a big decision but somehow the weight of that moment pushes your momentum for time to come) all you need to do is tip that weight at both conscious and sub conscious levels simultaneously. Now if you put faith (which applies to different sectors of the mind equally and is unique to each person and situation) into the mix you can level off and balance sectors that are dipping to tip the overall momentum of the moment into one that is positive/active/motivated whatever [the missing bit of personal-drive in that moment]. Without faith in a higher power you need faith in something to push the weight... people find that in a wild abundance of ways, means and manners that are often a joy to witness; and usually things that become part of church / mosque / synagogue life - community, charity, conversation, music, connection.

So religion is a way to ~hardwire~ that faith, make it a pattern of behaviour that is familiar -
[neuro: as you use pathways in the brain they become stronger, like a muscle or a river]      - so if you regularly (every Sunday, Friday, sunset, whenever) act out a ritual - push yourself into a state of hope/faith/vulnerability (putting yourself out there and having a community support you) singing in a choir or walking [crawling so slowly*] toward the alter to receive a cracker and a blessing - whatever it is, religions are designed (in some aspects) to reinforce that positive balance.
 [Hard reality: There are also, by virtue of this pattern of faith and rewiring, some of the most disgusting manners of corruption within religion.]

Off topic: [*can you see the resentment for catholic church on 4 year old's sunday? I'd only had a thousand or so days, I didn't want to waste them in a smelly room where a guy acted like he knew what would come in my life and what was best for me (he was a nice priest) but fuck that shit! Also, Harvey! Because Crackers Don't Matter!] [and I've been writing fiction again, "I believe there are as many types of inteligence as there are people in the universe, and we each have our personal brand of stupid to go with it."]

But it's really quite easy to form a pattern that reinforces positive balance entirely seperate from religion. Dumb example each morning I spend about five minutes in the garden feeding and meeting the animals. When I have the opportunity it reminds me that my life, while being wholely insignificant in the grand scheme, impacts on everything around me - gives me scope and sets up the day.