I'm glad you've been able to find a healthy way to solve your anxiety issues. That being said, (and I don't want to start a religion vs. atheism debate here) do you think what you do is on the whole any different than someone who uses alcohol or any drug to temporarily escape?
Not the parent but I have a thought on it. I'm not agnostic but a few years ago when I got really anxious about something praying/God helped me. I think the reason was that it took the thing that was making me anxious and passed the responsibility on to someone I thought could take care of the problem for me. I think it's similar to the way you felt comfortable when you were younger staying in your parents house but on your own might have got anxious. At your parents house the risks are the same but you've got someone there you feel will protect you. Essentially I think God/prayer helps because it gives you the feeling someone else more powerful than you is there to help.
I would go so far as to say that if it works, it isn't a temporary escape. If you honestly think whatever you're praying to will take care of your problems, and this causes you to relax to the point where your brain learns not to react to the anxiety.. that's the ultimate goal, isn't it?
This of course says nothing about the objective truth of the beliefs, but that doesn't affect the brain; the connections being created or broken (or whatever scientifically happens) are what matter, not why it's occurring.
