Edit: If you believe in a religion, then religion exists in the most real sense possible, as that which guides your relation to the beginning and end of reality itself, God.
If you don't believe, then religion exists in no more and no less of a sense as capitalism: it is a fiction which vast amounts of people believe in and live their lives by, and so it is real. Not in the sense of the computer in front of you, but in the sense of a real social relationship. From a secular standpoint religion and capitalism have no more and no less reality than other fictions like gender and race.
However ;-), I dare to say your argument is weak: Assume "I believe in the apple on my desk". But you will find there is neither a fruit nor an Apple branded computer on my desk. So an outside observer is bound to believe I am going mad, hence my belief shapes my social relationship with others around me. Now does this make the apple as real as religion, which becomes real due to it's impact on social relationships? Or are people who let religion shape their social relationships as mad as I am? Or is the argument flawed? (edit: No, I can not answer these question).
Shapiro's "Thinking about mathematics" springs to my mind, IIRC in the first chapter(s) he gives a nice overview about what philosophers thought about numbers, the realm of numbers and whether they "exist" or not. I think some of that could be applied here. (And, generally, I think it's a great read for computer scientists & mathematicians interested in philosophy, as it gives a great overview across various different schools).
I think the problem with your argument is that you're replacing the concept of religion with the concept of 'apple' which in every sense signifies something that exists as a hylomorphic object. An apple which can sit on my desk. However language is full of concepts which don't share that kind of existence, ones which tend to be the objects of philosophy. Love, justice, power... race, gender, capitalism, religion, God. These exist but not as 'physical' objects, objects whose existence can be accepted or denied according to empirical criteria.
For example, in the market I can say I see capitalism before me, even though it's not a physical object. It's in the exchange of goods, the extraction of commodity and surplus value. In the same way in a synagogue or church I can say that I see religion before me, or in the Oval Office I see power (as well as in the streets, of course).
With respect to comparing God to an apple, I'd take a Kantian line. One refers to belief, the other to knowledge. Got to make space for one in order to have room for the other ;)
I don’t think so. There is nothing wrong with criticizing a belief system—it is distinct from more innate characteristics such as race or sexual orientation.