This is one of the most bizarre twistings of the English language I've seen in a long time.
"Religion is bad and leads to destruction but following Jesus brings peace" type sermons are pretty common, and I've seen "Religion Kills, Jesus Saves" T-shirts and bumper stickers.
But of course it's pretty obvious in the Gospels that Jesus and religious leaders didn't exactly get along well.
But if you follow Jesus you are a Christian; you are part of a religion. I know people are trying to 'sell' Christianity as it's a bit of a tainted brand (like that douche on YouTube) by saying; 'Oh we follow Jesus, we're not about religion' but that's just semantics, like following Buddha; it still makes you Buddhist.