I think you're confusing religion with any sort of formalized way of living your life. One of the themes of the religion I was brought up in was that you sacrifice now, but get your reward in heaven after you die. According to your empirical test, few people would choose that religion. It made me do things I didn't like (never a fan of going to church) and feel guilty for doing things that probably aren't wrong in any objective sense (who cares if I covet your car/house/wife as long as I don't go any farther?) Of course, deviating from the tenets of that religion is frowned upon and sometimes punished. Not because doing those things makes your life better, but because that religion is true (so they say), and therefore the directives are what God tells you to do. End of story. If God exists, and tells you to do something, there really isn't any argument to make.
Other religions act the same way. In some, converting away from them is punishable by death. Again, not because following their religion makes you necessarily happy, but because it's true. God said do it that way, and to kill people who don't.
I suppose I disagree on your main point. The fundamental "sell" of any religion I've been exposed to is that it's actually true. I'd like to optimize my long term happiness. Most religions have a theory on what happens after you die (including atheism, which would just say nothing happens), and most have a theory on how what you do now affects that. I'd think the actual truth of those claims is very important. If I have to be a Christian or be pitched into a lake of fire for all eternity, then surely I'd do that. If I have to be a Muslim, or have to go to hell forever, surely I'd be a Muslim. Only if neither is true would I really be free to just pick whichever makes my life better, or choose none.