There are roughly four prototypical white American regions/cultures, which correspond to fairly clear demographic events. Two of these are distinct white "rural" cultures (crudely: the western cowboy and the southern redneck) but these are often misleadingly combined into a unified "rural" stereotype that doesn't really describe many actual people. This makes about as much sense as combining New York and San Francisco to create the archetypal "urban" American. Alas, the media is based in big coastal cities, and so even many Americans conflate the two.
So I think what you've noticed is that the cowboy culture has this individualist current, that leads to fewer public displays of religion, even though the people tended to be privately religious. Whereas the redneck culture has a more group-based history, with an theological approach (Evangelicalism) that requires more public displays of faith.
For the immigration element, look at this is map of self-reported ancestry.
The huge region of self-identified German ancestry is centered on historically cowboy culture areas, and the Grey region labeled "American" is redneck culture. The "American" self-identification usually means Northern England / Southern Scotland / Northern Ireland, but far in the past.
The Grey region is the so-called Bible Belt, sometimes just referred to as "the South", or as Appalachia. The lower-class whites in this area are the basis for the redneck stereotype (see Google images for pictures), but the area really doesn't have the cowboy flavor. The cowboy or frontier rural culture historically spread out over the modern-day-German-ancestry areas in waves. The modern impact of this is complicated, but it's sufficient to say that the rural cultures of the West are rather different from the rural culture of the South.
So I'm not too surprised if aspects of cowboy culture appeal more to Europeans today than redneck culture, because the modern areas where cowboy cultural flourished were inhabited by the descents of immigrants who were closer to modern Europe (culturally and temporally) than the people who founded redneck culture.
This makes about as much sense as combining New York and San Francisco to create the archetypal "urban" American
Why, wouldn't both be "Blue Tribe" ?
The huge region of self-identified German ancestry is centered on historically cowboy culture areas
This is very, very interesting! The romantic interest in the Wild West in Europe was started by a German writer, Karl May, who never even travelled to America... could there be a possible connection i.e. part of that culture is a German import he could observe around him in the original ...
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