I want to add to this. I’m not a psychologist, but I have heard a couple times about the term “third place”. It’s this concept that most people have a “place where they live”, a “place where they work”, and then a “place where they socialize”. It has been theorized that the modern working-age population is having trouble with stress and mental health in large part due to the dearth of “third places”.
The “third place” can be, for example, a restaurant or bar that you frequent (think the pub from the TV show Cheers), a book club, a sports club, or, crucially, a church or place of worship.
For Christianity at least, knowing that you were going to see and socialize with the same group of people (who share at least 1 major interest in common with you) every Sunday is apparently quite good for mental health. So, although I am no proponent of certain Western religions in general, I do think their decline has contributed to some of the mental health crises. How much? I cannot say.