I don't see how it consumes mental energy to be less judgmental and make fewer identifications. If anything, the opposite is the case. Carrying a heavy identity takes a lot of energy: you have to defend yourself against anyone criticizing any piece of it.
As for "following this line of reasoning to its limits", there are very few people who have. I came to the conclusion it was better not to try, as such; you're most likely to end up in self-deception if you do.
In the case of religion and politics, it seems more difficult to maintain a lack of strongly-held opinion, as attempting to do so puts you at odds with most people who have one. Inevitably, someone will try to argue that your faithlessness or lack of political conviction is itself a faith or conviction, and it may very well become one if you get pulled into that.
Meanwhile, the even the most free-thinking of the faithful in anything come equipped with dogma, which requires little mental energy to invoke. This partially explains why arguments tend to be the same over and over again--they've been reduced to dogma vs. dogma.
Well, certainly in the case of the devout religious, there is a firm set of rules and values to which one is supposed to adhere. It may demand effort from you, but not so much of introspection and self-examination, which is often frightening and tiring. And to avoid identification resists the following of role models, to a large extent one must walk their paths alone. Lastly, one is then impeded in finding those of like mind and affinity. We meet here not at Hacking News, but Hacker News, presumed by and for Hackers.
As for "following this line of reasoning to its limits", there are very few people who have. I came to the conclusion it was better not to try, as such; you're most likely to end up in self-deception if you do.