I am not sure whether it is a religious concept per se - I do not know the origin of it which should be traced in order to determine if it is religious.

It is very true though that the concept of "losing" virginity is extremely weird, which is probably one reason it is not being used by people who actually study the sexual behaviors of adolescents and young adults.

the term used in epidemiology is "sexual debut", and it is a beautiful term in that it is - well, to put it simply, it is CORRECT. You are not losing anything but you are starting your sexual career, so it is a debut. Plus, once you stop talking about virginity, all the confusion about what qualifies as losing one's virginity (what organs go into what orifices and all that stuff) becomes irrelevant.

Finally, a sexual debut is a gender-neutral term. When guys talk about being a virgin, it is, admittedly, a little weird - or even more than a little weird. This is probably due to the religious connotation, so maybe indeed you are right that it is a religious concept... Virgin Mary sounds fine because our ears are used to that word expression, but, say, Virgin Jesus would sound a little odd .