Overreporting religiosity

It seems that the Americans aren't really that much more religious than everyone else; they just are more likely to lie about it:

Finally, in a brand new paper, Philip Brenner at the University of Michigan's Institute for Social Research compared self-reported attendance at religious services with "time-use" interviews in the United States, Canada, the Netherlands, Germany, France, Norway, Finland, Slovenia, Italy, Spain, Austria, Ireland, and Great Britain. Brenner looked at nearly 500 studies over four decades, involving nearly a million respondents.
Brenner found that the United States and Canada were outliers—not in religious attendance, but in overreporting religious attendance. Americans attended services about as often as Italians and Slovenians and slightly more than Brits and Germans. The significant difference between the two North American countries and other industrialized nations was the enormous gap between poll responses and time-use studies in those two countries.
Why do Americans and Canadians feel the need to overreport their religious attendance? You could say that religiosity for Americans is tied to their identity in a way that it is not for the Germans, the French, and the British. But that only restates the mystery. Why is religiosity tied to American identity?

My first cut would be a Kuran preference-falsification argument. The US got stuck in a bad equilibrium. Membership in a Christian church is a prerequisite for social life in a lot of small towns, and for political life even in bigger places. Anyone signaling atheism shuts himself out of a whole lot of small town life (see comments here too).

That just pushes the problem back a level though: why did the US wind up in that equilibrium while other places didn't? Why might you have to fake religion to get by in places in the States, but not elsewhere? Candidate explanations:

• Strong Tiebout sorting. Atheists moved from the small towns to the cities. But would you have to fake religion to get by in small town New Zealand or Europe? I doubt it, but haven't data.
• For historical reasons, more social services were traditionally provided by religious organizations and religious-affiliated friendly societies. That set a norm of faking religion to get along. Though the welfare state and regulation replaced/displaced a lot of that since the 1920s, it's hard to break a preference falsification norm. The first ones to break it would be the weird high demanders, and that would dissuade rather than encourage others from breaking the information cascade.
• There's cultural divergence between the small towns and big cities. Signalling atheism suggests allegiance with a bundle of other hostile attitudes. If you share the other values of the community but are atheist, and if the folks most likely to reveal atheism are the ones who don't share the community's other values, then you'd sooner falsify on the one margin than be thought to be defecting on the others.

I don't pretend any of those are particularly good explanations.