Here's one rather large why-not. Because religion embodies Truth, or claims to do so. A consumer society spreads out various "truths" side by side in bins and invites the consumer to choose. Religion (Judaic or Christian) says, or is supposed to say, "This is It. You are here. Go no further. Choose now this day whom you will serve."
It's not what could be called a consumer-friendly approach, nor is there any reason for it to resemble such. Religion goes to the bottom of all concerns, and to the top as well. It tells of how things are. Not how we might like them. Are. A-r-e.
Which sounds despotic. Twenty-first-century Americans don't enjoy being told how the cow ate the cabbage. They want to bring their own special insights to that appraisal, as indeed some of the more spacious-minded churches -- my Episcopalians come to mind, along with some others -- encourage them to do. (With what success you might note from the numerical decline my Episcopalians have experienced since 1965, when they were about twice as numerous as now -- in profession, at least.)
American Christians (and, for that matter, Jews) down in the dumps from contemplation of figures like those the Pew Forum supplies should take heart. For the simple reason that religion isn't consumerism. It's religion. God will have his way with the world that He himself -- so the Good Book instructs us -- created ex nihilo: out of nothing. Whose people He made. Whose Affairs He continues to oversee.
Surveys can be fun, as showing us what goes on in the minds of our neighbors. We might just recall it's not necessary to take with utmost seriousness what our neighbors may be thinking.