I think a possible reason, was that because of the Native Americans here, the first European immigrants felt a need to Christianize them, and so kept up discussion of the faith.
Keep in mind that a lot of the early immigrants here were very religious people that left Europe because Europeans were jackwads when it came to religions that were a tiny bit different than whatever the King was practicing that week. If you cared about your religion and had the ability (and gumption) to leave, you did. Of course the next 400 years watered that down a bit, but I'm sure it plays a part to this day.
