Religion and Spiritual are different words. People who say they are "spiritual" use this word because if they say they are religious, they are associated with a religion such as Christianity. "Spiritual" can also imply certainty, instead of not knowing for sure (religion). Of course it is debatable whether or not certain spiritual beliefs are certainties, but that is not the point, the point is that those who use the word feel that it is so.

You might essentially say that being spiritual is a form of religion, but the word religion has been twisted and associated nearly exclusively with the religions like Christianity, Judaism, Islam, etc. This is not what spiritual people associate themselves with at all in most cases. If you ask any random person on the street what they think when you say "religion", most people will say either Christianity, Judaism or Islam. If a "spiritual" person tells someone he/she is "religious", said spiritual person will immediately become associated with a belief system the spiritual person does not practice at all.

Let's make it as simple as I can.

We have religion 1 and religion 2.

Religion 1 is responsible for a lot of hate and negativity, at least according to followers of religion 2. Is it not logical that followers of religion 2 do not want to be associated with religion 1 at all, and that they do not want people to falsely assume they have anything to do with religion 1? Thus logically, they create a new word for their ideas to distance themselves from religion 1.