Interesting idea but I'm not quite sure I agree. Religion is far more organized, and with daydreams, they tend to be random and self-generated, whereas religion is imposed and "taught" to people, usually when they are children, and you are given specific things you are told you have to believe. Also, daydreams are fairly benign, people usually keep their daydreams to themselves and don't take them so seriously. Religion on the other hand, demands it be spread, and demands absolute belief in spite of evidence under threat of eternal damnation. Religion induces people to judge others, tells people they will burn forever for thought-crimes, and can sometimes lead people to kill or want to kill.