To the best of my knowledge, there is nothing quite like SIAI or lesswrong in continental western Europe. People aren't into AI as much as in the US, and if there's rationality thinking being done, it's mostly traditional rationality, skepticism, etc.

This is true, at least in Italy. Most of the concept of LW version of rationality are simply not known.

Atheism can score high in many countries, as a rule of thumb countries to the north are more atheistic, those to the south (Spain, Portugal, Italy, etc.) are more religious.

While Spain and Italy are nominally quite religious (i.e. most people would classify themselves as christian), the majority of people are definitely not fervent believers . Nothing to do with what I understood is the situation in the U.S.: most people never go to church if not for weddings and funeral, and even fewer people follow the (catholic) religious orthodoxy. It's usually a classic case of belief in belief/cached thought: it has happened to me more than once to have a discussion with a "religious" person, only for her to realize in the end that she was more likely agnostic or mildly theist.

Religion has still his enormous political and social weight, of course, but it's mostly inertia.