I think that to some extent religiousness is partly influenced by genes, a very broad statement with no backing, just my opinion....
Based on the fact that alot of the first settlers took to the dangerous seas so that they could practice their chosen religion, I think it would follow that their descendants would be more religously inclined?
Plus in Europe, as has been pointed out there have been too much blood spilt over religion.
Pressing post at end of luchtime - will see how my theory is shot to pieces when I get home this evening :)