Religion like many things has a broad spectrum of levels of belief. From those who don't believe to those that have almost blind faith and devotion.
In DSN you could say it's a matter of perspective, the Vorta and the Jem'hadar are bred to believe that the Founders are gods. As for the Bajoran's they gods where just another advanced race. Who may or not be Bajoran.
As for B5 and the Vorolon's. Did't the Vorlon's manipulate the other races via in part Religon so that those races would act more favourably to them. When Kosh left his encounter suit most of the other races percieved him as an Angel(or their version of one)