I was raised going to church. It was never a major part of my life and I haven't been in probably 15 years. Depending on how the question was asked, I might end up identifying as a Christian (or more specifically an Episcopalian.) Despite not really believing any of it, I still feel like it's a part of my identity on some level. I suspect there are plenty of people like me out there.
It is interesting that they do not discuss age at any point in the article. My expectations would be that younger generations are much less religious, and so the 3-in-10 being unaffiliated is mostly due not to current trends but simply due to aging cohorts that were very religious.
Being disowned by family and friends for leaving the church is an even stronger incentive than being told you're going to burn forever for not toeing the line. Just look at all the ex-LDS help groups out there as an example.
A more interesting question is Pew asking the last time people have attended a religious service. The frequency of your attendance is one way to characterize your affiliation.
Roughly a third go weekly, a third monthly or few times per year, and a third never. So there could be a whole third that are affiliated when asked, but besides Christmas mass, that's the maximum extent of their engagement.
"Affiliated" covers a wide range, from weekly (or more than weekly) church attendance, to showing up in church for your baptism, confirmation, wedding, and funeral.