US has a "free market" on religions. They never had a state sponsored religion, whether officially or unofficially, and they have strong protections for even fringe religions. Churches are free to "compete" for members and will find and adapt to fill a niche. They even give churches tax breaks, lowering the financial barrier. Literally anyone cant start a new religion or cult and not be taxed.
Places with state religions tend to lose faith in their religions when they lose faith in their governments. Europe has had a lot of terrible governments, and thus tends to have a much higher skepticism for its religions.
The Cold war also played a role, the US wanted to distinguish itself from the atheist communists and emphasized it. Religious and conservative people are almost always anti-communist as communist want to tear down the traditional structures and they want to maintain them.