Interesting article. America does seem to be a bit of an outlier, which I think has more to do with the tax status of religious organisations and the way they compete for followers than anything else.
Many of our founding colonists were religious extremists escaping real and imagined persecution in the Old World. Also, they were crazy and/or desperate enough to take the risks involved in hopes of finding the freedom to believe (and behave) however they wished. For example, the freedom to set up quasi-theocratic city-states (although for various reasons this did not last, it seems they still dream of a theocratic-leaning federal government).