John Gray is evidently a signed-up member of the society for putting it about that religion isn't really about belief so much as it's about practice. As I've taken issue with this view on several earlier occasions, I'll avoid repeating myself. But let me note one bad argument Gray offers just by the way, and an internal tension in what he writes that goes to the very heart of this matter.
Just by the way Gray tells us:
But "humanity" isn't marching anywhere. Humanity doesn't exist, there are only human beings, each of them ruled by passions and illusions that conflict with one another and within themselves.
That humanity isn't marching anywhere may well be true, but a truth won't save a falsehood by the mere fact of spatial contiguity on the screen. Humanity - or humankind (among other collective nouns for it) - most certainly does exist. It's the name of a biological species - us. That humanity or humankind is made up of a lot of specific individuals who differ in all sorts of ways doesn't tell against its existence. So are other general 'populations' composed. Compare: 'Clouds don't exist'; 'Representative assemblies don't exist'; 'Works of fiction don't exist'; etc.
More germane to Gray's topic is this: religion, he tells us, 'is a repository of myth', and myths aren't verifiable or falsifiable in the way that theories are. But myths, he says, 'can be more or less truthful to human experience'. Which is why he can allow himself to go on and say that science, too, has generated myths of its own, one of these being 'the myth of salvation through science', or that 'humanity can march onwards to a better world' - and, as we already know, he thinks humanity isn't marching anywhere.
So how do we judge about particular myths whether they are more truthful to human experience or less truthful to it? I suggest that Gray will have a hard time answering this question without referring, explicitly or implicitly, to notions such as evidence, reasons, empirical confirmation and disconfirmation. Saying that religion isn't mainly about belief but is rather a repository of myth doesn't altogether change the ground of the kinds of question that a sceptical enquirer will want to ask about it.