The final essay in Roger Scruton’s “Gentle Regrets” is a magnificent meditation called “Regaining My Religion.” In it, Scruton talks about why he returned to the faith (he’s an Anglican), and what our secular age means. “The loss of faith may begin as an intellectual loss. But it does not end there,” he writes. And later:

For there are certain truths about the human condition that are hard to formulate and hard to live up to, and which we therefore have a motive to deny. It may require moral discipline if we are to accept these truths and also to live by them.
For instance, there is the truth that we are self-conscious beings, and that this distinguishes us from the rest of the animal kingdom. There is the truth that we are free, accountable and objects of judgement in our own eyes and in the eyes of others. There is the truth that we are motivated not only by desire and appetite, but by a conception of the good. There is the truth that we are not just objects in the world of objects, but also subjects who relate to each other reciprocally. … To the person with religious belief — whether Christian or Muslim, whether monotheist or polytheist, whether a believer in the afterlife or not — those truths are obvious, and their consequences immediately apparent. Religious people may not express the truths as I have done, since I am adopting a secular idiom. Nor will they normally be aware of the philosophical reasoing that would defend those truths against modernist and postmodernist doubt. Nevertheless that is how they see the world. For them the “human form divine,” as Blake described it, is set apart from the rest of nature. Our form bears, for them, the marks of its peculiar destiny; it is capable of sanctity and liable to desecration, and in everything it is judged from a perspective that is not of this world. That way of seeing people enshrines the fundamental truth of our condition, as creatures suspended between the empirical and the transcendental, between being and judgement. But it deploys concepts that are given to us through religion, and to be obtained only with the greatest effort without it.
If you see things in that way you will find it difficult to share the view of Enlightenment thinkers that religious decline is no more than the loss of false beliefs; still less will you be able to accept the postmodernist vision of a world now liberated from absolutes, in which each of us constructs guildelines of his won, and that the only agreement that counts is the agreement to differ. The decline of Christianity, I maintain, involves, for many people, not the freedom from religious need, but the loss of concepts that would enable them to assuage it and, by assuaging it, to open their knowledge and their will to the human reality. For them the loss of religion is an epistemological loss — a loss of knowledge. Losing that knowledge is not a liberation but a fall.