Not always - as we have seen in James.
“Christians are those that follow the teachings of Jesus Christ - The Living Word.”
Then by the definition cited, you are part of a “religion” i.e. “3. A set of beliefs, values, and practices based on the teachings of a spiritual leader.”
“I do not belong to a religion but to My Savior, Jesus Christ.”
Do you not know that the easiest sheep for a lion to pick off are those which allow themselves to be separated for the flock?
Are you a part of a Church body or denomination?