I do not know if I believe that it is the answer. But I think that it helps keep others in line and believe in the world’s best version through their actions. Religion acts as personal checks and balances where you punish yourself for acting out of what your faith asks of you.
If you are Catholic and you lie about something, you will feel bad because lying is one of the top 10 rules of the religion. Religion can also be the cause of some dystopian stories. For example, the Handmaid’s Tale has a root in people wanting to create their world and religion, amplifying their interpretation of existing faith-based ideas.
In the world today, religion has had its hands on many political decisions and outcomes in the lives of others. In dystopian worlds, I feel like religion has the same effect. It can sway and change results, and its lack can turn the world upside down. So, I do not believe it is a necessary component to fight dystopias.