Two ideas that I've heard about this:
- (A) Europe suffered hundreds of years of horrific massacres and wars at least partly caused by religious differences, and after a while they got kind of tired of it, and developed a social policy
Carthusian Martyrs -- http://en.wikipedia.org/wiki/Carthusian_Martyrs
List of Protestant martyrs of the English Reformation -- http://en.wikipedia.org/wiki/List_of_Protestant_martyrs_of_the_English_Reformation
Thirty Years' War --
St. Bartholomew's Day massacre -- http://en.wikipedia.org/wiki/St._Bartholomew%27s_Day_massacre
Spanish Inquisition --
(Take a look at these. The violence really was pretty bad, and in times when the population was much smaller than it is now.) (And this is not a complete list.)
The U.S. has had a few similar problems here and there, but not to the same extent. (I.e. never developed the idea "Arguing about religion is dangerous.")
- (B) Most European countries have had a "state religion" or "official religion" for the last century or several.
Therefore in European countries you were either part of the official religion, and you could relax; or else you knew that you weren't part of the official religion, and you could relax.
By contrast the United States was created as a union of a dozen or so quarreling religions, and in an effort to get everyone on board was explicitly created without a state or official religion.
Therefore the United States has always been a free-for-all of competing religious groups -
"We have the truth!" "No, we have the truth!" "You shut up!" "No, you shut up!" "Both of you shut up! You're both devil worshippers! Only the Church of the Revelation of Brother Leroy, Son of God ™ preaches the truth!" "Wait a minute, guys, the Temple of the Divine Pancake is saying that all of us are wrong!!" "Waahh, let's get 'em!!"
- etc etc etc.