It is because religion translates into Dharma though it is not a correct translation. Dharma, is only one. Rest are panths which are for some particular groups. For example Islam is for Muslims only. It is not for humanity as a whole. There are many words in Indian systems which exactly does not translate into English. I used the nearest word which I knew.
You realise that as a sanatani you have pretty much the same concepts as described by me.