Faith, Prayer, and the Opiate of the Masses

I think it was Karl Marx who called Religion the opiate of the masses.  And I've always wondered why that was such a bad thing to say and why people of faith would get so worked up by this Marxian meme.

Sometimes, actually, I find peace in the idea of Religion being an opiate.

At the very least, even if there is no God and even if religious faith is an exercise in self-delusion, prayer and faith provide comfort.

I don't see what's so bad about that.

If prayer and faith provide even a temporary respite from the existential despair that Kierkegaard called the "Sickness  Unto Death," how can that be something unworthy of embracing.