Religion is voluntary in OUR time, but long ago, it was not.
Even today, in countries around the middle-east, if you leave the religion, or do something that violates the religion, such as being gay, or having sex with an animal or even just eating the wrong animal, you could be killed or tortured for it.
But yeah, I like your point too, and I'm quite against government. I just don't think anarchy is a real solution that will last. When dealing with complicated systems, complexity naturally accumulates, so I don't think anarchy can last longer than a decade.
I think we need to find a system of government that can consistently resist corruption, reject the use of violent force to control people, rejects the use of propaganda, and instead focuses on performing a single task: Allowing humans to live in peace from one another.
Police forces should exist to reduce rape, theft and murder. Not force everyone to accept the same morals, right?
I somewhat agree, though largely one is killed for it under theocratic governments past and present. Certainly this is a complication to the anarchist ideal: what to do with large groups of madmen within a society for this is the problem where the government consents or is indifferent to individual religious persecution. I contend that I'd rather deal with a crazy neighbor than a crazy person with a monopoly on force (government) but it is a valid query on what to do if you have a large segment of the population given over to some form of ideological radicalism be it religious or otherwise philosophical. There is certainly power in numbers. Largely, I think, the free market can offer the best solutions and a free market best flows in where the people choose to invest over where they are forced to "invest."
Take Detroit as an example where the government has essentially said, "enter at your own risk." The people pay for police forces and not only is the government saying that, essentially, they won't get their dollars worth in terms of being secure in their persons and having an avenue of recourse against criminal elements. Worse yet is the systemic political corruption that allows for the police force to, for the most part, get away with crimes against the citizens ranging from theft to rape to straight up murder. Private security has emerged to fill in the gap with a much higher success rate in terms of not violating the people. They are more accountable because individuals can pull funding from them of their own volition. With government you're pretty much stuck. A worthwhile watch:
As for finding a system of government that can resist corruption, etc., I don't think it possible given human nature. If we did actually evolve as a species enough to resist these things, we wouldn't really need a government at all.