I think religions can lead to self-esteem in the way you're suggesting, though they may not provide a clear path to it, since many people don't "get it" even though they practice the religion. Religions also tend to require faith in a whole lot of things, which I think gets harder to do as the number of things to believe in grows.

That's why I'm working on a sort of abstract framework of being that includes a religion with a minimal number of prescribed things to believe in with a goal of self-development. Cultivating love, humility, self-esteem, etc. are all decoupled within the framework/religion to allow people to pick & choose only the parts they need.