Religion has an interesting two-way relationship with self control.
In one respect, religion causes self control, because it usually promises dire results for lack of control, damnation and hellfire or some other kind of punishment. To avoid this, then, people will avoid doing whatever it is that they are forbidden, such as violations of the ten commandments.
In another respect, self-control seems to occur more frequently in those who are religious. It would be easier to follow stipulations and requirements of most faith systems if a person already had strong self-regulatory abilities.
In reality, it is likely a combination of the two that causes religious people to be more religious.