The dangers is that every religion, including the Catholic one, says "I have the ultimate truth." Then you start to rely on the priest, the mullah, the rabbi, or whoever, to be responsible for your acts. In fact, you are the only one who is responsible.
Truth is a pathless land, and you cannot approach it by any path whatsoever, by any religion, by any sect. Truth, being limitless, unconditioned, unapproachable by any path whatsoever, cannot be organized; nor should any organisation be formed to lead or to coerce people along any particular path.
Nor seek, for this is also sooth,
To hunger fiercely after truth,
Lest all thy toiling only breeds
New dreams, new dreams; there is no truth
Saving in thine own heart.