Compared to the United States, it is.
If you want actual numbers, you can start here:
https://en.wikipedia.org/wiki/List_of_countries_ranked_by_et...
It is not a huge difference, but it's there. I wouldn't consider religion the top factor to pivot on, I would consider things like native language a better model.
Here is data that suggests infant mortality ranges from 9.6 in Mississippi to 4.2 in MA. So by this metric, infant mortality is in fact LOWER for many people than in France (or many parts of Europe).
http://kff.org/other/state-indicator/infant-death-rate/?curr...