While it is known as one of the most secular countries in the world, Denmark's official religion is Christianity (Evangelical Lutheran Church of Denmark), and about 85% of the Danish population is Evangelical Lutheran. However, it has been long established in Denmark (and other countries like Denmark) that while freedom of religion is protected by law, no religious groups have a say in political decision-making. This is probably a major factor in realising a secular society.

Europeans look at the US with its Bible-thumping Evangelical Christians and just shake their heads.

It's a start.

I think that even in USA people are starting to be non religious, it is just that there it is happening on a slower pace.

That's a huge consideration.