Religion has to do with leading us to an awareness of God, with giving us the tools, the disciplines to make ourselves ready for the experience of God. Spirituality has to do with transforming the way we live as a result of that awareness, with infusing all of life with a sense of Presence that transcends the immediate and gives it meaning.
Sometimes we stop at one and fail to become the other. We use religious practice as a measure of our spirituality and seek spirituality without the discipline it takes to make it more than some kind of artless escapism. One is as lacking as the other, of course, but religious practice without the spiritual development that is meant to proceed from it is the more deceptive of the two.
It leaves us in danger of being keepers of the law rather than seekers of the truth.
Religion is meant to be a bridge to God, a vehicle to understanding. It is meant to plumb the depths of the human soul to the source of the spirit. Instead, religion can sometimes an obstacle to union with God. As the wag put it, "In order to sin properly it is not necessary to break the rules. All you need to do is keep them to the letter."
Religion without the spirit it is meant to preserve can become positively irreligious: we put the weak, the wounded, the addicts, the religious "others" outside the boundaries of our perfect lives, fearful of touching what might pollute us.
Religion -- who hasn't seen this happen? -- can be a very sinful thing.