“Losing My Religion” is the story of Jackson Alley, a coyote in an all-male R.E.M. cover band trying his hardest not to grow up. Tours, he feels, are for playing music and taking full advantage of the openness of his marriage, and having a gay wingman usually helped the bisexual coyote get girls. But his wingman is dating their lead singer now, so Jackson’s left with the new bassist, an ex-Mormon kit fox named Zeb who might be gay, but knows as little about sex as he does about drinking. So Jackson’s going to have to show him the ropes, and hopefully he won’t have to learn any pesky life lessons along the way.