I'm spiritual but not religious.
How often we hear this, but what does it mean? I suppose that at root the speaker is acknowledgeing a belief that the plenum--everything that is, reality itself--is not entirely the world described by science. Or it may be mere fashion not to identify as an absolute materialist. But to at least assume sincerity here, people who claim to be spiritual but not religious must believe that a world of spirit exists, however defined, and further, that it's a good thing to participate in that world. Perhaps they believe that it’s a source of energy, amoral, like electricity, into which they can tap, for personal advantage. Fair enough, but why not go the whole way and join a religion? Usually the answer is because they reject the dogma, or the rules of behavior, or even the political stances assumed by various organized religions. Why cannot one have the advantages of contact with the world of spirit without all this extraneous, not to say embarrassing, stuff?
To ask this, however, is to assume that the people who have thought deeply about this subject through all the ages have been mistaken. Something about the spiritual life seems to call for rules, procedures, rituals and dogmas. This is because the spiritual life implies a goal: this goal is variously described as transcendence, enlightenment, or heaven, but let’s not descend into religious controversy and agree that these are all more or less the same thing. Indeed, when we examine those people judged to have got there while still in the flesh, we observe that saints across all religions seem to be quite similar—Sufis, bodhisattvas, Christian contemplatives, shamans, and so on. They seem at once not of this world, but very much engaged with it. Yet saints are also not generic. They tend to be strong characters, very much themselves. Many of them are also hilarious. So if spiritual life has a goal it must be that. Not everyone can be rich or powerful, but, in principle, anyone can become a saint.
Now, virtually all organized religion (and some that are not quite so organized, Buddhism, for example) agree that actually doing this is difficult and that it's good to have help, hence gurus, hence holy scriptures, hence organized religion. Beyond that, there is the sense that trying it without help is dangerous. The reason for this is a bit of a stretch for most modern people, but religious tradition holds, almost universally, that the spiritual world, like the material one, is inhabited by intelligences, and that these have moral valences. This tradition informs us that if you spend time in the spiritual realms, eventually you will have Company, and that theres is no guarantee that such entities will have your best interests in mind. The opposite is often the case.
This idea tends to run counter to the ordinary belief that since the world of pure materialism is felt to be unsatisfactory for various reasons, an opening to the spirit must be “good.” But, as C. S. Lewis often observed, the Devil is a spirit. If you wander long enough in the spiritual realms you will encounter malign enitities. These entities typically present either with your own voice or, if you have religious tendencies, with the voice of God. Religions vary, of course, but all of them are to a large extent exorcistic in intent. All regard spiritual pride (which is the major consequence of what we may as well call demonic influence) as the strongest impairment to the spiritual life; saints across all religions are universally depicted as humble. This is why religons have rules and rituals and why they insist of some form of communal association, which may act as a kind of antibody to such influences. Despite this, all religions are subject to demonic invasion, and it is is clear from their history that for long periods they have been largely controlled by evil. Still, religions do survive and not merely by inertia. Religions can certainly perish—these days Zeus and Mithra are not widely revered—and it is reasonable to assume that the ones that have survived possess a self-corrective faculty. It is easy to do evil in the name of religion, but it is hard to do only evil for substantial periods. The good pushes back. That's what religion is for: a mighty fortress is our God, as they used to say. Otherwise we could all be individually spiritual and it would work just fine.
There is, of course, a position that holds that religion is bad per se, but this position typically also holds that religion has no content at all, that the spiritual world is an illusion, and that reality consists entirely of the particles and their forces. We assume that the spiritual but not religious would reject this stance, by definition. So all in all it might be better to be a devout materialist than spiritual but not religious. You just have to be really careful not to worship stuff at all. But this is impossible in practice. Everyone has an object of worship, the non-negotiable, inarguable highest value for which everything else can be sacrificed. For most people this is the Self, the most convenient object of worship. It's always present and it can talk back, unlike God. Others choose Truth, or Reason, or The People, or Progress, or the Family, or the Beloved. And since such worshippers reject the very idea that demonic forces exist, the demonic forces have no trouble taking over such objects of worship. The result of this process is known as the World.