I think you're oversimplifying things here a bit, and losing some important details in the process. While religious dissidents founded both Plymouth and Massachusetts Bay, the finaceers of those colonies still expected them to turn a profit. Meanwhile, Maryland, whose northern border is the Mason-Dixon line, was founded as a religious refuge for Catholics. Oglethorpe founded Georgia, the southernmost of the original thirteen colonies, with the intent of reforming convicts. The situation was thus a bit more complex than you describe it.

As to why the modern South is more religious than the modern north, you can look through our FAQ to find discussions of how the South came to achieve its present political and cultural makeup.