I think Confucianism is an appropriate choice for a religion in the game.
A religion can be a personal belief only, without the congregational aspect of it. However, all the major religions of the world are congregational. Well, it makes sense doesn't it? The religious meme really couldn't propagate itself so well without the systematic gatherings.
The fella who got justifiably criticized above for saying that only those with churches are religions did make a valid point in this way, probably accidentally however. Confucian temples abound, and as a place of congregation naturally. So Confucianism really is a system of beliefs with a strong congregational aspect. And since the game that we play is Civilization, the social aspect of religion is indeed the pertinent barometer for inclusion in the game.
I quite like how the game does religion actually. Temples as places of gathering, bigger temples, and monasteries for training priests. It all makes sense. As for the original poster's point. I do understand that the notion of deity and afterlife may not be as strong in Confucianism as in other systems of beliefs. But calling it a religion like the other ones in the game is just simpler than saying "religion and Confucianism" !