I think the posters question was not so much "why must religion exist?" but "why must it always be inescapable?" I suppose life itself is inescapable, in at least one sense. Consider that no gets a choice in the pre-birth spirit realm; one of God's secretaries doesn't show up with a clipboard and ask, "Would you like to be born? Who would you like your parents to be? Where would you prefer to come into the world?" etc., etc.
And with life comes responsibilities. Since none of us asked for life, it follows that none of us asked for these responsibilities either. Bit of a bum deal. We never got the option of saying, "No, I don't want to exist because existing requires X, Y, and Z (fill in with whatever your religion tells you)." Of course, you could take the point of view of some early gnostics and say that every one of us <i>did</i> in fact request our own birth, in a manner of speaking. But strangely, this compact with this before-life God/Whomever requires complete amnesia the second we pop out of our mother's womb. Again, we get a raw deal.
This is why I prefer philosophy over religion. Religious debates always have this eternal, damning cloud looming right above them -- as if every decision, every conceded point, and every theory carries with it hugely important implications, depending on whether or not one chooses to "believe" them. Thus religious folk often take themselves and their corresponding theories quite seriously. That's not to say philosophers do not -- but there is no immediate requirement that philosophers pin their theories to grand afterlife visions or demand that acceptance of their ideas somehow increases the chances one will sit in the great spa in the clouds rather than roast in the nether-flames. Religious debate has an added intensity to it because of this -- after all, religionists are in a hurry to find the truth (wouldn't want to die without it, eh?) whereas philosophers may or may not be that intent on figuring everything out and drawing the line in the sands of truth so quickly. Also, philosophers are free to simultaneously disagree <i>and</i> not believe their adversary is hellbound. It's fun. This allows philosophers to be playful with their ideas and beliefs -- religionists not so much.
My only advice would be: if the inescapability of religion's claims bothers you, simply do not believe them. This won't, however, alleviate all worries since religionists are bent on trying to implant the idea that acceptance of their doctrines is crucial to your well-being in the next life. But hey, people can be idiots.
In fact, always remind yourself of that. I find it helps me a great deal.
Josh