If we can agree for the moment that god may or may not exist, then the question becomes, what are the benefits or as you put it, the "pros" of being religious? Maybe you want to take a crack at answering that.
There are well documented pros of being self-actualized (see Maslow's hierarchy). Religious people are more likely to be self-actualized than non-religious people, regardless of religious affiliation (again, see Maslow). Religious people are generally just happier deep down.
We can also assume that being religious means attending services on a regular basis (that doesn't mean you have to be "religious" to attend services). Before, during, and after these services, frequently relationships deepen between worshippers, just because they're near each other, have something in common, and may find they have more in common. We Christians call this behavior fellowshipping and it is an important part of being a Christian. These relationships can also help to satisfy lower level needs (again, see Maslow), increasing the overall level of happiness, fulfillment, etc. I would consider this a second, considerable pro, per your request.
Also, something that I wouldn't expect a non-believer to understand is the relationship with God that is in question here. To have a deep belief in a supreme being and a faith in said being requires a relationship of a type. I've found, in my personal life, that this is a relationship that is more enduring and satisfying that all the other relationships (which are also great). You may say (hopefully only in your mind) that it is all in my mind/the mind of the "believer". That is a fair thing for you to question (hopefully discretely). And your supposition may even be true, though I don't believe so. But if your supposition is true, it still doesn't impact the perceived happiness I am receiving from this (virtual?) relationship. Your lack of belief cannot take it away from me, and I still enjoy the pros. This enduring faith and relationship is a third pro, per your request.
Also, living by a code of ethics, whether handed down by a God on a mountain to a bearded man, like the 10 commandments, or not, provides a more fulfilling life than having no moral or ethical compass. Again, I'm not saying that you have to be religious to have a moral code nor that all religious people follow their own code (yes, we are hypocrites too, in addition to our other sins), it just seems to go with the territory with religious people. Many people who are "religious" might not otherwise have a set of moral suggestions to guide their life. I'd say that the law and order in society and the order in our personal lives is another real pro, per your request.
I have a real job and cannot spend the time to articulate the hundreds of other advantages. I'd love to discuss them with you in person, if you like.
Are there cons to religion? Yes. Seems everybody here is familiar with them and many are more than willing to comment on them, and I can't and don't want to refute them. It seems to me that many of those cons are the result of bad people, not a bad/non-existing God.