It is important to understand that many people from China are influenced by Taoist, Buddhist, and Confucianist philosophy. This is similar to how we here in the U.S. are heavily influenced by greek, euro-western, and christian philosophy. One may not be religious, or even theist, and still be culturally influenced by these different ways of thinking. This occurs without even knowing it. Did you know that the "golden rule" actually came from confucius?
Also important to remember that most forms of Buddhism, Taoism, and Confucianism are not
theist, in that the philosophy does not encompass a belief in an active, personal god.
So, it would be very common for a person who studies and even practices to some extent Buddhism or Taoism to answer, "none whatsoever" if asked what religion is followed, because they may not hold the same theist beliefs that someone from the west would interpret as a "religion."
Don't know anything about Bruce Lee's personal beliefs other then from his book "Tao of JKD," to shed any additional light in that department, though.
