Yoga is not a religion. It is a practice that helps the individual towards total health, freeing them up to be able to realise and pursue their life's true purpose.
Followers of religion who also practice yoga, report that their practice has helped them deepen their spiritual connection and does not conflict with their faith.
One of the main texts from the Sivananda Vedanta Centre is The Complete Illustrated Book of Yoga, which states:
Moreover, Yoga philosophy does not quarrel with any religion or faith and can be practiced by anyone who is sincere and willing to search for the truth. There is no vague doctrine involved. Even comparatively little effort will bring immense returns of knowledge, strength, and peace.
Yoga is about breaking down barriers and creating peace. Simply, the more peaceful individuals we have in the world, the better our world will be.