Marxism is not a religion, but Hegelianism is.
Assuming for the moment that Plekhanov's version of Hegel is more-or-less the same as Marx's version of Hegel, this quote from Plekhanov shows why:
"We know that Hegel called his method dialectical; why did he do so?
In his Phänomenologie des Geistes he compares human life with dialogue, in the sense that under the pressure of experience our views gradually change, as happens to the opinions of disputants participating in a discussion of a profound intellectual nature. Comparing the course of development of consciousness with the progress of such a discussion, Hegel designated it by the word dialectics, or dialectical motion. This word had already been used by Plato, but it was Hegel who gave it its especially profound and important meaning. To Hegel, dialectics is the soul of all scientific knowledge. It is of extraordinary importance to comprehend its nature. It is the principle of all motion, of all life, of all that occurs in reality."
- Georg Plekhanov, From Idealism to Materialism, 1917
Read that last sentence again. Hegel describes a model of progress in human understanding of the world, one of stages somewhat akin to Khunian paradigms, with each stage incorporating the insights of the earlier ones but improving on them, in a successive approximation to an as-yet unknown truth.
It's a simplistic but defensible model, both of the way individuals learn from their lives and the way science progresses.
Then in the last sentence he suddenly asserts that the universe progresses in the same way. As below so above. That the universe is moving through stages of successive approximation to...what? Some kind of self-actualisation, presumably.
There's no reasoning given behind this leap - we're just supposed to be carried along from an epistemological hypothesis to a cosmological one as though there were no difference between changing your mind and changing your molecules.
Hegel has taken a reasonable partial description of one aspect of human behavior, and projected it onto the entire universe, which becomes thereby shrunken to a human scale, and personalised. We have a word for this: Religion.
In a religion, the impersonal enormous universe gets scaled down and invested with human traits. Thunderstorms are the gods fighting because lightning looks violent. Crops are the earth mother giving birth because you can only harvest from fertile ground. Life hurts you because a magnified version of your father is punishing you, or because an invisible trickster enjoys your pain.
And in the modern, industrialised and educated world, the method by which human knowledge advances is, according to Hegel, the method by which the world does the same thing.
Religions involve this linguistic slight of hand: Two very different things become the same thing because they can be described with the same word.
This leaves open the question of why such insightful thinkers as Luxemburg and Trotsky thought such shallow writing as Plekhanov's was correct, nevermind great.
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