Catholicism seems to correlate with less religiosity in general. The more religious states are also more Protestant.
One confounding factor is that Catholic women have more abortions than Protestant women.
I think a lot of Catholics, Orthodox and Lutherans are active in their religion because it's part of their cultural heritage, not because they believe everything it says. It's more like,
I'm Italian, and being Catholic goes along with that, or
I'm Greek, and being Orthodox goes along with that. I know a Serbian-American woman who says she'd rather not go to Liturgy at all than go to a church where the Liturgy is celebrated in Greek or English, and English is her native language. It's just not the same for her. And I know a number of older Catholics who don't like the English Mass, not because they're traditionalists, but because it's not the Mass they grew up with. If you come from a cultural heritage that's strongly identified with a particular religious tradition, that religious tradition may seem very homey and
gemütlich to you even if you don't believe a word of it. I've mentioned on RF before that I used to work with a guy who was an outspoken atheist and had nothing but contempt for the Catholic Church, but when he had kids he wanted them brought up Catholic, because
he was brought up Catholic, and he couldn't imagine having kids who didn't share that cultural identity with him.
Also, Catholicism and Orthodoxy place less emphasis on
faith, i.e., the kind of faith that means intellectual assent. Most Catholics and Orthodox don't feel the slightest obligation to believe everything the Pope or the bishop says they should believe. My brother left the Orthodox Church in part because he was fed up with the fasting rules, and he was dumbfounded when everybody looked at him like he was crazy and said, "But you don't really have to
do all that." One of my koumbari got very upset because the bishop told him he couldn't take Communion if he used birth control, and the universal response to his problem was, "What
possessed you to ask the bishop about it?"
To Protestants this looks hypocritical. To Catholics and Orthodox it just seems pragmatic. Until I started talking to people online, I don't think I'd ever met more than three or four Catholics in my whole life who really believed everything the Church teaches, especially on the subject of birth control.