I don't think that Tolkien approved very much of organized religion, that had an extreme influence on its followers. He was a devout Catholic to be sure, but in his Legendarium, the only organized "religions" or modes of worship that exist are the ones that worship Morgoth or Sauron, which really tells you something. Even though Tolkien was a staunch Catholic, he knew that in some cases, it is better not to belong to an organized religion, but still have a set of morals to follow. I think he wanted to show that, that it is possible to be a good person, and still not be "religious," per se.
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But Melkor also was there, and he came to the house of Fëanor, and there he slew Finwë King of the Noldor before his doors, and spilled the first blood in the Blessed Realm; for Finwë alone had not fled from the horror of the Dark.
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