Religion requires that you believe in things that require faith. Meditation and psychotherapy don't. I don't really care about that myself - if Jesus helped you stop smoking crack, great, whether he's real or not, but it's a big deal to some people.

There are measurable effects of all of them, including meditation. You can quantify depression, personality traits, drug abuse, etc. You can measure brain state, skin resistance, heart rate, blood pressure, etc. All of this has been done.