We can define words as we like, as long as we're clear about what we're doing. You're using "religion" in a way that makes the word almost equivalent to "culture," "philosophy," or "ideology." Confucianism is a social philosophy and is focused on practical, this-worldly, naturalistic questions rather than on speculations about gods. Functionally, Confucians seem agnostic about theistic interpretations.

But there can be atheistic "religions," as long as we're clear that "religion" in that case means little more than "culture."