@applerie,
You have a non-standard comparison here, because both "religion" and "a religion" be used in these three sentences. Simply using "religion" makes them general questions or statements. Using "a religion" is still imprecise, but implies a particular confession, a particular established religion.
The first sentence lacks a necessary preposition. It ought to read: "Do you agree that having belief
in a religion is helpful to one's life?" Even then, it is awkward. A better rendering would be: "Do you agree that having
a belief
in a religion is helpful in one's life." In any of these examples, either "a religion," or simply "religion" can be used.
The distinction here is subtle. "A religion" immediately implies participation in an existant, established religious confession--such as being a Presbyterian, or a Jain, or an Orthodox Jew, or a Sunni Muslim. "Religion" by itself, with no indefinite article, can simply mean a religious belief in anything, and does not necessarily imply participation in an established, organized religious confession. So someone might believe in religion--as in being a Christian, for example--without being a member of an organized religious confession.