Religion, of any flavour, is not a theory.
Pinched from Wiki, as that explains it better than my effort: A scientific theory is a well-substantiated explanation of some aspect of the natural world, based on a body of facts that have been repeatedly confirmed through observation and experiment. Such fact-supported theories are not "guesses" but reliable accounts of the real world.
Absolutely none of that applies to religion. It is faith, based upon nothing tangible but (usually) what you told as a little kid. I don't think it's unreasonable to say that the massive majority of people have their faith chosen for them when they are young, as opposed to choosing it for themselves. Bizarrely they quickly discover that neither the Tooth Fairy nor Santa Claus are real, but continue to believe in the presence of an omnipotent being. The irony being of course that both the Tooth Fairy and Santa Claus are very real and very provable, just keep an eye open in the night for when your parents come in!
Would I call someone stupid or thick or choosing to believe? No, I wouldn't. Would I think it? Well, I certainly would struggle to put them at the top of Dan's List Of Smart People, put it that way.
That said, each to their own. Apologies if this link has already been posted, but again it sums it up far better than I ever could.