I am religious, but not spiritual
The statement “I’m spiritual but not religious” has a way of raising a wall between a regular, church-going sort of person and a friend who has no intention of becoming a regular, church-going sort of person. It says, “Back off. I know all about you ‘religious’ folks. You want to tell me I’m going to hell or imply there’s something wrong with me. Well, I have my own way of connecting with God. So shut up.”