I wouldn't attempt to discuss religion with you - clearly you are in a far better position to refer elaborately to the matter; afaik you are a source on it too
That said, as you know a salvation mechanism is a very characteristic (and arguably, for those interested for less theoretical reasons, the core one) trait of a religion of the type discussed, while it's not there in most philosophy. I am familiar with a few exceptions (a more famous example would be Descartes), but it's not there in the major representatives of the theological idealism in pre-roman Greece (eleatic, platonic and - maybe? not as much is known there - pythagorean philosophy).
I mentioned Parmenides not just due to his prominence as (in practice) the founder of the eleatic school, but also the lack of any argument there for becoming part of a more real/real world of knowledge just because you believe in a core thesis (in his case, that everything in human thought is false). One can argue that in Plato this becomes more diluted, given Plato claimed that through the archetypes one can get at least infinitesimally tied to that higher reality.