Come on now, I've heard the "everything strange is of the devil" crap since I was a little kid. I was raised in a VERY fundamentalist household, went to a Chrsitian school, and had friends that were more fundamentalist than I was. Monopoly was considered from Satan because you played it with dice.
A bunch of exercises are NOT going to lead you to hell. I've done Yoga exercises for years for my back and I haven't grown horns yet.
You're worried about an "altered state of consciousness"? Have you ever seen Holy Rollers, Snake Handlers, Tent Revivals? Those people make Hindus seem positively tame by comparison. Some Christians are just as wacky as any Hindu.
You ever hear of soma? It was a drug used by the ancient people who seem to have been responsible for writing down the Upanishads (Hindu sacred scriptures that are really, really old).
These people found that the sacred mushroom with soma simply didn't exist in the Indian Subcontinent so they turned to other hallucinogenic drugs. Their mode of worship was quite interesting.
One branch of Pentecostal belief in America and Scandinavia is associated with Sa'ami (Laplander) beliefs that center on the use of amanita muscaria. This mushroom has been identified as being the source of the ancient soma.
The snake handlers, of course, derive their beliefs from ancient practices more closely associated with the Roma (Gypsies) than with any other group, and, of course, they too come originally from India (circa 1400). The Roma speak a language that is a cognate of ancient Sanskrit, which was the successor language to the Dravidian language in which the Upanishads were first written. The Dravidian languages are related to Sa'ami and Sumerian.
Yoga derives from an entirely different tradition, has nothing to do with soma, and wasn't invented by the Gypsies, Sumerians or Sa'ami. For the most part it is simply exercise.
A friend of mine does combine it with worship. He frequently stands on his head in an inverted lotus position while he focuses on a picture of Lord Krishna as a child ~ my friend does not play the flute, but if he could, he would because he and I know, as do most people, that music is the only pathway to an alterated state of consciousness.
He also practices yoga as a form of exercise!