You're asking the question in reverse: it shouldn't be why there's al- in the Arabic, but: why there isn't "the" in the English. And my answer is that "the religion is the advice" is not correct English, and when translating we need to write in a way that is correct and sounds natural in the target language.
Okay, then my question is why do both nouns have al- on them? What purpose does it serve? Okay, you have to have it on the first noun because you can’t have a mubtada that’s nakirah. But what about the second noun?
When referring to a general concept (rather than a specific instance) you also use a definite article, so you wouldn't say "Religion is advice" as in English but you would rather say "Religion is the advice" (similar to languages like French I believe).