"Being religious"

In the world I notice that people whisper about their dislike of "religious people" before saying something that they feel may be offensive. This is true of comedians: "If you're religious, you'd better leave now [because what is to follow will offend you...]"
I went to see a comedian called Tim Minchin last night who obviously has atheistic tendencies. He was really talented and funny and I really enjoyed the show. He of course had religiously offensive material and used the leave now line. I didn't leave and it didn't offend me.

I hate the term "religious" and if people say "You're not religious are you?" I say "No, I have a faith and a deep spirituality". Am I in denial?

It made me think whether "being religious" is the spiritual equivalent of being a traffic warden?