You want to look at countries with high per capita ownership of firearms.
With the exception of uruguay, most comparable countries [1] place higher importance on religion vs USA [2]
That veing said, there are confounding factors. These surveys are not measuring spirituality, for example.
Then there is the elephant in the room with regards to gdp per capita. I've been told of an old chinese proverb that illustrates this point:
No food. One problem. Much food. Many problems.
[1] https://en.wikipedia.org/wiki/List_of_religious_populations#...
[2] https://en.wikipedia.org/wiki/Estimated_number_of_civilian_g...