How do we define insanity? In order to define it we must have a notion of how the mind should work and compare it to how it is working. Because of that, we can define insanity in any number of self-serving ways if we simply call a behavior to be deviance.
Now, the argument here is that religion is insane because it is crazy to trust something you cannot see and put faith in an external force. The latter is most assuredly done all of the time though, as most forces are external and people rely on them in order to move water, adjust heat, or even holding people as external forces we can claim that all of our reality is held together by external forces. Not only that but I would think that the real problem is one of absolute knowledge, which most people lack. The strongly religious will often uphold the validity of past miracles and thus claim that based upon the past they are justified for the future, as such they claim that their faith is rational rather than irrational, and more along the lines of thinking that a book with the title "Harry Potter" truly is a "Harry Potter" book. The difficulty then is debunking their claims of historicism and the scholars that they employ to strengthen their base.
A lack of control over one's thoughts? I think that modern determinists would claim that there is no free will involved in that. As well, all people are driven by some objective anyway, some philosophical aim that cannot be quantified, measured, proven or disproven.
I think that we are all insane.