I think it's an honest sentiment that believing in small falsehoods and fantasies paves the way and sets the mind up for larger and more damaging falsehoods because the psychological constructs to withhold disbelief in the face of evidence are established and present at that point.

Religion uses these in a form of mass indoctrination and political establishments operate off of these same mechanisms. It's a fairly modern thing and not universal that the religion and the state are fully separated things.

That being said, there is sufficient historical evidence to presume Jesus existed. They're mentioned in Roman records, other events and places in the gospels also line up, more or less, with the events presented as contemporary in the gospels.

When we live in a world where it's exceedingly challenging to get people to believe in an objective reality, it's very difficult to justify a practice which intentionally trains and indoctrinates it's members into a state of perpetual disbelief: faith.

So if a given religion wants to justify it's existence in the context of a world constantly manufacturing deception, it needs to be generating a preposterously large amount of good to justify itself.