They may not but they still have an ancient tradition that you, me or any muslim has. Religion is nothing but a state of ideologies culminated from ancient traditions. BUt not all ancient tradition has that.
It got morphed in its course to become what it has become today. But first things first, when some people ill conceive religion they thinks its a way of life, but its not true. Religion is related to God worship, where as beliefs come from education and society. So when I call myself an enlightened Hindu, the former comes from education and the latter comes by birth.
If people are wrong today, its only because they have been taught wrong. Its purely about teachings and never related religion and I strongly feel about its righteousness.