Being a member of an organized religion is not a distinction you earn thru hard work. It is normally imposed on you in childhood, or chosen for pretty selfish reasons in adulthood (I personally feel) Holy Wars and isolation, and the hundreds of other new religions that are created everyday by sharp businessmen who promote Eternal Salvation for the exchange of dollars, material possessions and your soul. And these horrible practices have been the same for pretty much all religions.
In my finding, there is zero reason whatsoever to be proud of belonging to an organized religion. With all due respect I don´t understand how someone can feel proud of being Jewish, Catholic, Muslim ,Hindu etc, when those are simply insular ways created by men to explain our relationship with the unknown with all the limitations we as humans have to understand it. That is not a personal achievement you can claim as yours.