“A person without religion is like a dog without a bone.”
The informant was told this proverb by his great-grandmother, who also believed that dogs did not go to Heaven because they did not have souls.
This seems to be a highly-religious proverb in that it extolls the human need for religion. Dogs are known to deeply enjoy bones, and be far happier when chewing on one. As such, this proverb is implying that people are happier when they have religion than when they do not have religion.