Well, all those countries you are grouping in have had vastly different relationships with religion, so they are not easily comparable, even if they may share a similar cultural heritage. Take for example Poland, where Catholicism became an identitary marker against many occupying powers (be it Russians and their orthodoxy, Prussian Evangelism, or even the Atheism of the Communists), which is very religious in comparison to the (very secular) Czech Republic. Bohemian nationalism, being part of the staunchly catholic Hapsburg Empire, could not make the same political use of religion. So I'd dispute your claim about the USA being more religious than every European country out there. Some are, some aren't, and every one of them is one way or the other for very particular reasons, and in a very different way.

Back to America. the USA was colonized by various religious minorities escaping persecution in England. America became, for them, the land of religious freedom, a safe place to worship (the christian) god in the (non Catholic) way they pleased. Also, people could move between those groups with a relative ease. This is a key difference to most of Europe, where religion was, in one way or another, monolithic and tied to the State. One could think that this attitude would mean that people care less about religion, but, according to Max Weber, it's exactly the opposite. First, let's not forget that religion is, at least in countries with monotheistic traditions, firmly tied to the idea of being moral. In Continental Europe, being this or that religion, it's just a matter of tradition. If you are French you are Catholic, as is everyone around you, and therefore not very significant. In America, where your religion was not all that evident, being a country with hundreds of different denominations, being this or that is of the utmost importance. People go to church not only because they believe, but to prove they've got a moral character

"Membership of a church community "of good repute" (according to American criteria) guarantees the good standing of the individual, not only socially, but also, and especially in terms of business. "Sir", said an older gentleman who was a commercial traveler for Undertaker's Hardware (iron tombstone lettering), with whom I spent some time in Oklahoma, "as far I am concerned, everyone can believe what he likes, but if I discover that a client doesn't go to church, then I wouldn't thrust him to pay me fifty cent: "Why pay me, if he doesn't believe in anything?" (p.205)

In this way, those sects served also an important economic roles they did not have in Europe, as they were vital for networking and forming business relationships. They were also vital in other areas of life, and in a way, formed the basic cells of most of America's civil society.

"In a country like the United state, where various associations [Zweckverbände] differ little from one another, the most fundamental and universal community, the religious congregation, embraces almost all "social" interests that take the individual out of his own front door. The local church offers not only edifying lectures, tea evening, Sunday school, and every kind of charity event, but also a whole variety of athletic activities, football training, and the like. Details of these events are even announced at the end of Sunday service. Anyone who is excluded from the church for dishonorable conduct -as used to happen- or -as now- is tacitly deleted from its membership lists, falls victim to a kind of social ostracism; anyone who is outside the church community is deprived of social contacts.Of course, these effects have been weakened, not just by modern developments in general, but also by rampant competition between denominations to win converts. But in spite of the general decline in the influence of religious factors, the guarantee of reliability in business that comes with church membership remains significant" (p. 206)

If you compare this to, lets say, France, where the Church was firmly tied not only to the State, but also to the Ancien Régime, you could see how they had a much fertile ground for secularization. Opposing the church was not just opposing the idea of morality, but the feudal and reactionary order they associated themselves with. In America, where there is no such associations with political power, and church-communities play an integral part in people's life, from which stand point are you supposed to oppose religion?

Btw, i can't recommend Weber's essay enough to anyone interested in learning in how religion works in the US. I'm sure that there are some more modern and up-to-date investigations out there, but, in my opinion, it still remains a classic.

Edit: formatting, some links added.

Edit 2: quote added.