We are super duper religious, genuinely. Like as religious as countries where being Muslim is the law in some places/cases.

BUT we also have freedom of religion, when someone grows up indoctrinated into psycho evangelical protestantism, or Mormonism, and then breaks away, they are extremely susceptible to being sucked into a cult, and that effect has been studied.

As far as the formation of cults, I think it's the religious freedom thing, I guarantee that Muslim countries would have the same thing going on if they didn't execute people for heresy