People often talk about 'a philosophy' by which they mean some kind of system of beliefs. Sometimes the idea is that they are speculative beliefs rather than beliefs that are like the well supported theories in science (e.g., evolution by natural selection, the atomic theory of matter) or mathematics / logic (e.g., classical logic, certain mathematical proofs).

Ones thoughts on religion would be just one thing that one could have a philosophy (in the above sense) of.

There is a field 'philosophy of religion'. Where God / religious practices form the subject matter. Also related things such as 'how to live' etc (though they also form part of secular philosophy of ethics).

It is tricky just saying what 'religion' is, even. The system of beliefs about God / the origins of the world / how to live that form the basis of a church? Maybe a persons philosophy is more personal whereas their religion is more public?

Philosophy is meant to rely on reason... Whereas religion often encourages us to rely on direct revelation from God (ie with religious texts or religious experiences).

So... Differences in subject matter (at times). And... Differences in methods. Maybe people like to equate them because of the speculative aspect? I think that philosophers and the religiously inclined might resist that...