As far as I know, the core of most religions on the Earth is an explanation of what happens to our souls/consciousness after we die and things that occur in our lives and we cannot explain scientifically.
Now let's imagine a society of truly immortal creatures - even more immortal than Tolkien's elves (who can die in combat or by sickness). These creatures cannot be physically destroyed because of their great self-regenaration ability and they simply never die of age. They don't reproduce - there is a constant-size population since the moment the population was created. Yes, they know they were created, but they have no reason to think their Creator was some kind of almighty God, because they know everything about him and they know the exact technological procedure how it happened. The only reason they don't produce new individuals by themselves is the lack of essential resources. Their science is on high level - they don't encounter any "miracles" like thunders, meteorites or earthquakes they would have to explain by the divine presence.
Would such a society ever create any kind of religion or rites? Why?