I can't tell you what decision you have to make as it is ultimately up to you to decide what is best. However, I'll give you my take on this from my perspective. As someone who also has been in and out of therapy for most of his life, I'd stopped seeking therapeutic services as it didn't do much for me or achieved what I am seeking to achieve. I've been to no less than 10 therapists (including one psychiatrist) throughout my life. Needless to say, as a kid, I was naive and think that it would help solve my problems only to be disappointed that there is no concrete solution. Since I am a person who thinks in terms of logic and solutions for problems (even when sometimes there just isn't a rational solution or even an answer), therapy has at best, left me disappointed and frustrated; while the worst being a self-incriminating trap (there was a few times where I was questioned about whether I am a danger to myself or others; and of course, I knew better than to speak my mind as that would only result in intervention against my will and put me in a worse situation than before. Anybody who isn't looking to risk or get put into a psych hold would NOT speak the magic words or stuff that could do that. I have heard numerous stories of people being put into psychiatric holds and it has done more harm than good, contrary to what others claim.).
With all that said, religion has also been mostly useless for me too as I believe it is two sides of the same coin (but that's another discussion for another time). Religion, especially faith is the belief of something while lacking (sufficient, concrete) evidence. That does not bode well for me, especially as someone who operates under logic and proof based thinking. I am simply not convinced of something just because someone tells me that I should 'believe' in it. Without sufficient evidence or guaranty of something, I find it difficult to believe in something. However, I digress. The things that ultimately helped me (and I am mostly speaking for myself here) is my own self, finding things that I assign meaning to and achieving my goals as well as finding the problems that I wish to solve and then taking steps to solve them. That has done FAR more for me than therapy and religion.
Ultimately, it is your decision to make, but hopefully my experiences may give you a better idea of which decision is best for you.