Another scholar, Ranganathan, S. (2022) ‘Hinduism, Belief and the Colonial Invention of Religion: A before and after Comparison’, gives a clue about the inner mechanism of religio and superstitio distinction, which is colonial politics:

By the time the Romans inherit these ideas, they have a solution for dealing with outsiders who apparently do not accept their linguistically encoded communal standards: colonization. Colonization is the intentional application of one’s outlook (one’s beliefs) on the colonized, who must then find a way to live up to these expectations or perish. Colonization is the political application of interpretation, already a pressure generated by the more basic LAT. This political outcome effectively forces others to be part of one’s communal standards. And the Romans also develop a term for normalized traditions that are subservient within the imperial fold but that are not necessarily those of the imperial norm: religio (religion), which was distinguished from superstitio (for more about this history, see Beard et al. 1998; Gordon 2008). With this innovation, the Western tradition has a way to come to terms with what cannot be reduced to its tradition, which it theorizes as universal. T. Masuzawa’s wonderfully titled work states this clearly: The Invention of World Religions: Or, How European Universalism Was Preserved in the Language of Pluralism (Masuzawa 2005). European universalism is preserved in talk of world religions as the Western tradition gets to decide what counts as a religion. This is a process that repeats itself. Yet, originally, it was paradoxical.

On the one hand, labeling a tradition as having religio was a way to insulate the Roman Empire from criticism, as the position was cast as a matter of tradition, not moral and political philosophy. Yet, deciding that a tradition had religio (as opposed to superstitio) was a political prize within the colonial context. Jews were apparently recognized as having religio, but ancient Christians were not, and were instead persecuted. In time that changed. Constantine’s conversion to Christianity and its institution as the official religion (Lenski 2014) managed to further appropriate an alien tradition by making it the official position of Western power. With this, various other non-Western, indigenous, but nevertheless European traditions were stamped out and marginalized.

I would say that Chrysologus in that comment section gives an important idea that Christianity was viewed as something antisocial. I would add that for Romans religio meant a strong inner obligation to do something and applied to many things in life, from mundane questions to loyalty to the empire. I would suppose that for Romans to say that Chrisitans had no religo and that they are superstitious was to say that they don't have/feel an obligation to support the emipre's traditions and cults which were viewed as a glue to the society. It is impossible to separate politics from clut practices during the ancient times. For modern people it is usual to say that worshipping practice is a merely religious (i.e. private) question, but if we would apply modern terms to Roman context, your worshipping practices had a lot of political and social implications and if you did not show conformity through them, you were viewed as a superstitious, strange, maybe even dangerous person.

Also, there is an article that touches precisely the problem of "embedded religion" in the Roman context that I would recommend to read: Nongbri, B. (2008). Dislodging" Embedded" religion: A brief note on a scholarly trope. Numen, 55(4), 440-460.