> folks plugged into a community live better, happier, and healthier lives

It is this mainly. Community is the reason most people find happiness. Some people find it at church, some on a Sunday at a football game, some at their dnd game that’s being going on for years and some find it in their family. I am not particularly religious but I am 100% onboard the idea that community brings happiness. I find happiness in just having good neighbors.

... or people who attend religious services are less likely to self-report depression because of perceived weakness, shame, etc

> There’s nothing causational about the denomination.

You're right, I'm sure the people that are publishing these studies have never heard of "correlation is not causation."