I think, Randman, that you speak from a position of ignorance. The Scandanavian states (minus Denmark - not sure about their state religion as it seems to be more than just historical with regards to political involvement)are secular in as much as they do not allow religion to dictate the political or social makeup of the country.
The fact that one religion is enshrined in the constitution or inextricably linked to the monarchy is irrelevant as shown by the UK in recent years. The queen is the head of the Church of England, and the government serves on behalf of the queen (hence the Queen's speech announcing the governments agenda for the next year, also the prime minister must go to the queen to ask for an election and dissolution of parliament and all MPs swear allegiance to the queen). This would suggest the church of England as a state religion, and yes, the majority of the population would ascribe to that. Yet parliament is the power. All motions towards the monarchy and therefore the C of E are for the book and not binding. And so religion does not dictate the laws they pass, hence secular. And the same could be said for any of the countries in Europe with a constitutional monarchy.
Yes, we have in the UK what is known as a constitutional monarchy as do many countries in Europe and the rest of the world. As an example, Canada is a constitutional monarchy, the Queen is the monarch, she is the head of the C of E, yet the church of England is not a 'state religion'.
As for the bald assertion that 'the vast majority believe God exists', could we have the numbers? The source? The question asked to ascertain this? Any factual basis for your post?
And to finish, "Jesus Christ was a securalist", you could be right, shame Christians have not followed his lead.