There's another reason Europeans don't laugh as hard as the author of our OP imagines: they know the history. If the New World is disproportionately populated today by people who take religion very, very seriously, it is because European monarchs once took it seriously enough to imprison and kill their ancestors for theirs.
No where is this message clearer than in looking at English History. Beginning with Henry VIII and continuing down to the Act of Settlement (even beyond if the Jacobitism movement is considered) religion, absolute monarchy and power were the order of the day.
One interesting thing is that James II & VII while a supporter of Absolute Monarchy was also a supporter of Religious Freedom and to a great extent his deposition was as much to preclude religious tolerance as it was to attack absolute Monarchy.
We need to remember that the English who settled what became the US had known and lived under religious intolerance from The Act of Supremacy in 1534 until the end of the Jacobite Risings in 1746. The issue was NOT ancient history to them but rather very real and very immediate.
Immigration has been a problem
Since 1607!