I beg to differ. Religions have goals too, they're just focused on the inner aspect of mankind, more so than material conditions like Capitalism and Communism.
And I don't see why you brought up evidence. What evidence are you talking about? Neither conventional religions (like Christianity and Islam), nor conventional political ideologies like Capitalism, Communism, and as you said Democracy (among other things, like different organization types like LLCs, the advent of Nationalism, the Founding Myth of The Nation, or even the Nation-State), don't exist in the natural world. They're false realities, imagined realities in the minds of billions of people. People believe in them because other people believe in them.
Belief, and, yes I used that word correctly, in the principle of say, "the invisible hand of the market", or "from each according to his ability, to each according to his needs" or that "all people deserve equal treatment", or that "free speech is a human right", or "human rights" in general, or, the most famous example - "money", aren't things that exist in the natural world. People have created these things in their minds as much as they have created the image of an all-powerful (or not), benevolent (or not) Abrahamic, Hindu, or whatever God and/or Gods. There is no evidence of either in the natural world.
Religion is dogmatic wishful thinking without evidence in the natural world, as much as any political ideology is dogmatic wishful thinking without evidence in the natural world
Humans are very little more than upright animals (if that) with just extremely creative imaginations and very complex social patterns
Sorry for being rather nihilistic about this, but if you (not talking specifically about you, but people in general) haven't connected any of these imagined realities (i.e what we conventionally refer to as political ideologies or religions) to your personality or have a vested interest in them, you would see that they aren't dissimilar to each other in any real meaningful way
Why can't you?