The thing is, even in our world most religious people don't in fact join esoteric orders.

In the US, a lot of religious people are mainstream Christians, and many of those don't even read the Bible, let alone study theology. They pick up a "password"-level understanding of Christianity which allows them to signal membership, and are content with that. The same is basically true of other religions.

In your alternate world, I suspect what you'd actually end up with is a lot of cargo cults.

Anathem takes a stab at this idea, by the way. It's delightful reading, but it doesn't take place in a universe very much like our own.