My second response has generated a few more questions. The demons, unclean spirits in the text, had a relationship with Christ. They knew Him, from a distance, in the case of the Gerasene, Christ asked who the spirits were, He did not know specifically who they were, they knew specifically who He was. So they were closer than the leaders to Christ in the sense that they had a “right” understanding of who He was. But that knowledge did not save them.
It seems it is not enough to know Christ is God, or to acknowledge His lordship, the demons do that, James 2:19, and shudder. Relationship seems to indicate more than knowledge about. It seems to hint at following, loving, pursuing, thirsting for time with, being able to discern His voice. A close friend yet more, not a religion.
I detest the question, “Religion?” That is why on my facebook status the answer is, “In a relationship.”