https://www.pewresearch.org/fact-tank/2018/09/05/u-s-adults-...
There's one exception which is Poland due to the intimate ties of nationalism and Catholicism. But even so even in places that are religious in Eastern Europe it's almost more political or nationalistic than it is 'spiritual'.
And I'm willing to bet that Poland, the most religious state in the EU, is less religious than whatever is the least religious state in the US.
https://www.pewresearch.org/fact-tank/2015/12/23/americans-a...
The graph you linked is a bit silly. The values are skewed by a bunch of African nations with a very low Human Development Index. Europe & the US are much more balanced in that regard, and you might want to consider comparing like for like.
Wikipedia's "Importance of Religion by Country" [1] page seems to rank Poland squarely above the US in terms of how important religion is -- based on a Gallup poll. There's a page [2] ranking the US states by similar metrics in case you're interested.
[1] https://en.wikipedia.org/wiki/Importance_of_religion_by_coun... [2] https://en.wikipedia.org/wiki/List_of_U.S._states_and_territ...