The map of Protestants and Catholics is the one that leaps out at me as aligning quite closely:

Religion: https://commons.wikimedia.org/wiki/File:Map_of_Catholicism,_...

Unemployment: http://thesoundingline.com/wp-content/uploads/2018/05/EU-and...

What's the insight? Historically those areas in the southern Mediterranean have been harder to defend / had more diversity / immigration / general variables. Is this what you're referring to?

I'm not sure how much a simple median would tell you. My instinct is that how much the climate varies over the year might be as or more important than the point average.