Generally, studies have shown a positive relationship between religion and health:
Which is why it is surprising in 2019 that there is still little quantitative research published in peer-reviewed journals exploring the relationship between spirituality, religiosity and health. A primary reason for the lack of institutional knowledge in this area of study is that as the centuries have progressed, scholars in fields of medicine, public health, psychology, sociology, spirituality, religion, economics and law, have all gone to distinct silos. Subsequently, there is a growing body of research, but it exists in disparate fields, with little overlap addressing the implications of health and health care. There is also much contention about working definitions of terms like “religious” and “spiritual,” making research difficult to standardize and impossible to randomize. Nicole Fisher, “Science Says: Religion Is Good For Your Health” at Forbes
Overall, one suspects that many researchers would rather explain the facts away than research them. That said, Fisher offers much interesting data.
Note: Some people would argue that the true relationship is between spirituality and health rather than religion and health. They have a point – up to a point. Insofar as a religion might actually forbid some unhealthy lifestyle practices like drinking or smoking, adherence to the religion itself could result in a better health score.
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See also: If naturalism can explain religion, why does it get so many basic facts wrong?
Evolutionary conundrum: is religion a useful, useless, or harmful adaptation?