Okay, I think there may be some conflating of religious activities (rituals or rites) and a spiritual experience. A religious activity has a structure and intent to it while a spiritual experience doesn't necessarily have to. The party in Zhengui's garden would be a religious activity and potentially a spiritual experience. Us talking with Sixiang can be counted as a spiritual experience but isn't necessarily a religious activity, there's no structure or intent of worship when we do it. If a child is spirited away is that a religious activity? No, it's a very dangerous spiritual one.
Now bringing that back to Madame Grey and the fox children. Is there worship of a deity, a cult performing religious rites and activities? I think that's a tough question that requires another question. From who's perspective? From Joe schmo villager no it's not, it's almost entirely worldly. A friend or family member is killed by essentially a wild animal and then a kid is dropped on there doorstep. They either don't want or can't take care of them so they are abandoned and/or abused by everyone else.
From the fox's perspective there is most definitely a cult and worship going on, they just don't tell anyone that they are a part of it or participating in the rituals.
