from wikipedia: A religion is a system of human thought which usually includes a set of narratives, symbols, beliefs and practices that give meaning to the practitioner's experiences of life through reference to a higher power, deity or deities, or ultimate truth.
Like where in what?
No... the practice of Daoism is a specific set of studied precepts, just like any religion.
Martial Arts don't have a "god" but most arts consider the way they practice as an "ultimate truth" or a way of life comprising their beliefs (moral values, etc), ways of practicing what they believe (example: reciting student creeds, religions often recite creeds which reflect their belief and how they will practice, also including meditations, etc.), and most people who practice feel that the art they learn is part of their life or made their life more meaningful, etc.
I used to work in a TKD school and also karate school. There they really indoctrinate the students with philosophies of life, akin to a religion, and try to "change" their followers. One I worked at even the grandmaster was going so far as to teach the students the way of enlightenment, and claims that if people do tae kwon do, that is the way to "forever happiness" and other BS. I know that example of him is on the extreme end, however there are a number that will teach varying degrees of life philosophy in the martial arts.
Now, I understand that not all teacher will teach a martial art with religious overtones, for example in wing chun, we just showed up, worked out, and left. none of the ceremonies or whatever that some places have, we treated it as a sport, like golf as in your example.
However some qigong or other meditation exercises done in martial arts schools are the same ones done in daoist monasteries, so if one practices the same things as the daoists, it's similar to one who goes to a catholic church and practices the rosary. maybe you go there and don't feel it as a religion, but then practicing it that way would look certainly like one.