Here is an anomalous finding I didn't expect: the higher a probability you assign to the truth of revealed religion, the less confident you are that your IQ is above average (even though no correlation between this religious belief and IQ was actually found). Significance is at the .025 level. I have two theories on this: first, that we've been telling religious people they're stupid for so long that it's finally starting to sink in :) Second, that most people here are not religious, and so the people who put a "high" probability for revealed religion may be assigning it 5% or 10%, not because they believe it but because they're just underconfident people who maybe overadjust for their biases a little much. This same underconfidence leads them to underestimate the possibility that their IQ is above average.

Christianity exalts humility. I wouldn't be surprised if other religions do as well. But your second explanation seems very plausible.