Religious, besides meaning "having to do with religion," can also mean "acting as if something is a religion." If you have never missed a broadcast of your favorite TV show for the last five years, then you're religious about it.
Just as religion is a broad concept with multiple manifestations, the word religious can be used in many contexts. You could literally be describing someone's particular religious duties as prescribed by his religion. If you have a religious temperament, you think about spiritual things a lot. If someone is a fanatic about football, you could describe him as a religious fan. That doesn't mean he thinks the football is God, just that he really, really cares.