Thinking you can flap your wings and fly is not a fact about the universe in the same way that the observable, measurable interaction between bodies having mass is. Until you flap your wings and attempt to take flight, the feeling that you ***could*** fly if you flapped your wings is only a "fact" to you, it is not observable nor measurable to anyone else. It does not change the state of matter or energy, space or time in any meaningful way. No one is cognizant of your speculation that you could, indeed, fly if you flapped your wings. Until you demonstrate that you can fly, your internal state - your thoughts, speculations, desires, intentions - are not real in any sense that can be detected by anyone. Even you, the person having the thoughts, speculations, desires, intentions - should recognize that they are thoughts, speculations, desires, intentions until the moment you achieve flight.
Religion is much the same way. People believe "X". But "X" never appears, never influences the state of matter, energy, space or time. People, acting on the belief "X", may change matter and energy within the framework of space and time, but that is not "X" in action, it is people in action.
Flapping our lips about the existence of "X" is not the same as "X" demonstrating it's existence.