A religion is a set of beliefs about the supernatural. Otherwise what you have is a philosophy. It's hard to conceive of how the supernatural could exist without a higher power of some sort. That's what the word "supernatural" means anyways. Super-natural means above or over the natural world in which we are trapped.

It is by this postulation of the supernatural that religions are close-minded. It is impossible to know anything besides what is in the natural world. Knowledge can only come from observation, and anything that is observable is by definition in the natural world. Religions make guesses about how the universe works beyond the limits of observation and claim them as absolute fact, even though there is no evidence to support their claims since the supernatural is by definition unobservable.

To be open-minded is to be willing to have your opinion changed by new evidence. Since religions work outside the scope of evidence, they cannot be open-minded. In order to embrace a religion, you have to blindly accept certain things as fact even when there is no evidence to back them up, and when the evidence argues against the claims. When you use logic and evidence to reason out your beliefs, that's not religion. That's science or philosophy. When you use faith (believing things to be true without evidence), that's religion. And when you believe things to be true without evidence, you have no way to argue for your beliefs, and you just end up believing them for no good reason, which is a sure path to close-mindedness.