Actually, no. It's incredibly rare in the Nordics, which are way more secular. Claiming to be religious there gains you practically nothing, and might lose you some.
that is also true in wide, but unpredictably located, swaths of America, i can attest.
I grew up in a very famously religious suburb of Chicago, and the proudly super church-y family nearby ended up with the father convicted of embezzling from the church.
consistent with your nordic point, it seemed to surprise no one (perhaps because most of the area was northwest european recently derived families).
I'm trying to think of a famously religious suburb of Chicago besides Skokie, which I would not describe as "church-y". Wheaton? I had to look that up.