I would say that there is a mental component though. But one of the components that make up the whole.
It is one of the components, but it's not a necessary component, and if it is the primary component then it will more often than not act as an impediment, in that the practice of religion either falls within the bounds of what the practitioner would call common sense – "For I was hungry, and you gave me to eat; I was thirsty, and you gave me to drink; I was a stranger, and you took me in: Naked, and you covered me: sick, and you visited me: I was in prison, and you came to me" (Matthew 25:36). Some do this because they take it on as a moral obligation of their religion, some do it simply because it strikes them as the right thing to do. But you don't really have to think it through too much ...
There are more sentimental saints than intellectual ones. There are more simple sages than clever ones.
As Taijasi said, the word 'religion' comes from the verb ligare – 'to bind'. The 're-' meaning to do so again, to re-connect to that which was lost. This will be a component of most natural traditions because the observation of nature says the world works in cycles, not straight lines. If modernity could just get a grip on that simple fact ...
But within the dynamism of the word it's useful to contemplate that from the same root comes 'ligament' which is the connective tissue that binds. So the term means not only to reconnect, but also to continually 'work' the connection and by so doing to strengthen it.
As for my comment, the full question is:
is it right to "try" other religions until you find one that bests suits your person beliefs and lifestyle?
Religion is about change. The question isn't.