A branch of a religion is a large group inside it, not a separate religion, so the Shia sits inside Islam. Here the word names a whole body of people at once. That is why 'the' stands in front of it, and why it takes no plural in this use. For one person who belongs to it, English uses a countable noun instead: a Shia, or a Shiite. You will also meet the spelling Shi'a, with an apostrophe; the source records it as the same word.

Here the same word names a single believer rather than the whole branch. Because it counts people, it takes a or the in front of it and adds -s in the plural: Shias. The other use, the Shia, keeps 'the' and names the branch as one body, so the two uses look identical but behave differently in a sentence. The source also gives Shiite as a word for the same person.