1) "A religion is really just an unquestioning relationship with an imaginary figure with big power"
We've establish you as a typical atheist materialist then, blindly following the Dawkins dogma. Sorry for the mild ad hominem, but the nature of perceived reality can be far stranger than the superficial, facile and literal conceptions of atheists.
Moreover it is.
You even see a gradual shift in mainstream scientific thinking along these lines. Read Brian Greene's latest book, for example. There is a somewhat begrudged evolution in thought about physical and conscious reality and existence. Probably best characterized as a gradual shift towards monism, a unification of matter and mind.
Let me pose a simple question: What would the world be like if consciousness were, as it is, a synthesizable construct?
So, for example, if synthetic characters in fictional worlds were able to think, feel and perceive.
What would "real" and "exist" even mean? How would you infer your world were "not real"? Violations of causality? Violations of statistical plausibility? (premonition, precognition, bad coincidences)
Some time ago I googled the phrase "randomness tests as simulacrum tests", the first hit was the Wikipedia article on "Truth". A propos, I think.
Anyway, more concretely: let's say hot coffee suddenly froze or your hand quantum-tunneled through a table, how would you interpret such occurrences? They are physically possible, sure, just astronomically improbable. Are you going to think "how lucky" or "is this real"? Which is more plausible?
Atheists tend to think of believers as credulous, needing a placebo to assuage their fear of death. But eternal life is a far more frightening prospect than death, if it's spent somewhere unpleasant. Even more frighteningly, we can see on the horizon the engineering means of "implementing" immortality. Assuming this didn't already happen aeons ago. Which it almost certainly did.
Anyway, you can understand the atheist mindset. The egregious contempt much of organized religion has for truth, not to mention humanity, does nothing to endear it to the scientific mind.
Nonetheless, the scientific method is not a be-all-end-all. It is merely an epistemic tool we use to discover truth, or regularities in nature.
Science says nothing about purpose.
Why are we here? How should we live our lives in this world, by what rules? What is the hidden reality behind the veil of our perceived world?
This is the purpose of rational religion.
Religions mostly come to the same conclusions. The meaning of our lives is to understand and foster sentience. To maintain good, ordered community, friendship, love.
This is an information-theoretic evolutionary imperative even.
Hate promotes the destruction of sentience, a path to meaningless desolation.
Love promotes the continuation of sentience, and ever-growing flowering of sentient complexity.
What gives your world meaning?
"Nothing more. Nothing less. Love is the best."
2) Your mention of dreams there is interesting. You mean of course lucid dreams, in which the dreamer influences the world of the dream. (Tangentially, in all three major monotheistic religions, it is recorded in various places that in the Final Days, the wishes of the righteous will tend increasingly to come true. That is, in a sense the world increasingly becomes like a lucid dream, shaped and influenced by the best of people.)
3) "We are children lost in a big scary world. Not many have the inner strength to stand on their own."
That's true, we are children lost in a big scary world. However it is an arrogance to assume you can stand entirely on your own. A man who invents his own moral code will soon be lost, gradually corrupted by selfishness and expediency.
4) "This is a contradiction."
Nope, it was just not phrased well. Let me try again:
"They worship a narcissistic entity that was imbued with the desire to destroy mankind spiritually. Its sole raison d'être"
That is, it was created as a stress test. To endeavor to, but not succeed in, the spiritual destruction of mankind.
5) "You can test people by giving them an option to do good."
Yes, that's the whole point. Throughout our lives we are presented with decisions. We can either choose what is right, despite the consequences being personally painful; or what is wrong, even though this is often the simple and comfortable path.
6) I know very little of Jung's religious affiliations, but they appear to be somewhat dubious and New Age, rather than traditionally Christian, for instance. But I see no evidence he was devoted to evil, the opposite if anything.
No matter; it does not detract from his worthwhile contributions. In particular, his reification of the concepts of synchronicity and cultural archetypes. His investigations into the strange and improbable of human experience were astute. He also ignored the standard worldview and trusted his own observations and inferences; something few have the courage to do, particularly when the standard worldview gave no explanation for how such phenomena are possible, in fact even contradicted the possibility. To do so, he really of necessity had to be part shaman and part scientist. And he is still often rejected as a pure witch doctor.
7) "Nothing scary really. Except for weak and suggestible people."
But this I mean that persons with a strong moral compass and the strength of their convictions are much less susceptible, even to subtle and subconscious influence.
Not that doing the right thing is always simple. It rarely is. Fairness and justice are often matters of complex calculation, far beyond human capability. We can only do our best with the faculties we're endowed with.
Read the Wikipedia article on "Fairness"; you'll see how primitive the state of our knowledge is in such areas. And look at the kleptocracies and tyrannies we live in to see how little our societies reflect the highest aspirations of decent humanity.
But slowly, arduously, we are making our way to a better world.
"Yes, why do we have to have evil?"
"Ah, I think it's something to do with free will."