In the report below, it was found that Calvinist Christians were more perceptive. But I doubt the speculative explanation of that given below. So let me meander towards what I think is a more likely explanation. I had a Calvinist upbringing myself, though not a strict one.
I suspect that the real explanation has something to do with the type of people who are capable of being Calvinists. There are a lot of restrictions inculcated (on gambling, alcohol etc.) in that and in other strict Protestant religions. But I took to it like a duck to water. I became a VERY strict Protestant in my teens. I suspect that I am a born Calvinist, even though I am an atheist these days. I still occasionally pop in to a service at my old church -- which was originally "Wee Free", a very strict sect (No dancing, no "graven images" etc.).
So I am inclined to think that you are to a considerable extent BORN a Calvinist (or some similar strict Protestant religion). Calvinists and other strict Protestants are perfectly at home with Matthew 7:14. Note that the word there is "strait", not "straight". Maybe I am still a dour old Calvinist at heart, though I do have rather a weakness for Mr. John Walker of Scotland these days. But I still don't gamble! Bottom line so far: It is a lot more demanding to be any sort of strict Protestant than to be an atheist and perhaps that shows up in a general mental superiority among strict Protestants. Heh!
In case my reasoning above seems obscure, let me offer an Irish contribution to the discussion: In Ireland they always ask (if they don't know you) whether you are a Protestant or a Catholic. And if you say that you are an atheist, they ask you: "But are you a Protestant atheist or a Catholic atheist?" Which is a PERFECTLY reasonable enquiry. It is an enquiry about one's origins and background. I am a Protestant atheist, and delighted to be one.
The idea that there could be a genetic difference underlying religious differences will of course seem preposterous to many but, as revelations about genetic influence pile up in both the medical genetics and behaviour genetics literature, the more one tends to throw up one's hands and exclaim: "EVERYTHING is genetic"!. Read here and here and here and here and here and here and here and here and here just for starters. And note that among the research revelations is a strong genetic influence on political orientation. And there is in fact specific confirmation of a genetic influence on religion.
And if one looks at the distribution of religions in Europe, the Catholic/Protestant divide is still very largely a North/South one -- with the native populations of the most Northerly (Scandinavian) countries being something like 98% Protestant (though mainly nominally so these days). And there are also clear North/South racial differences. Inhabitants of Naples and inhabitants of Oslo tend to look and behave very differently. Clearly, genetics is not the whole of it but I am still inclined to the generalization that Protestantism is a form of Christianity that the Northern Europeans evolved to suit their own natural inclinations. Luther survived where Savonarola did not because Luther's surrounding population were immediately sympathetic to his views -- and that included his King (Frederick the wise of Saxony) -- who zealously protected Luther from all those who wished him ill. And in another largely Saxon country (England) the Lollards long preceded Henry VIII.
I write at great length about apparent Teutonic (Northern) psychological differences here
It might be cliched to say that religious people see the world differently, but new research finds that Dutch Calvinists notice embedded visual patterns quicker than their atheist compatriots.
Culture has long been known to distort visual perception, says Bernhard Hommel, a psychologist at Leiden University in the Netherlands who led the new study. For example, one previous experiment found that Asians tend to dart their eyes around a photograph, while North Americans fix on specific people. To see if religious differences might skew perception, Hommel's team tested 40 Dutch atheist and Calvinist university students, who, religion aside, had similar cultural backgrounds.
On a computer screen, Hommel's team showed participants a large triangle or square made of either smaller triangles or squares. The volunteers had to focus on either the big object or its component shapes, and indicate whether they were square or triangular. Both groups recognised the large shapes more quickly than small, embedded ones, but the Calvinists picked out the smaller shapes 30 milliseconds faster than atheists, on average - a small, but significant, difference.
This could reflect a greater focus on self than external distractions for Calvinists, says Hommel. He suggests it may even be a cognitive consequence of their religion and speculates that Calvinists might be more inward looking than atheists because they have lived their whole lives with an emphasis on minding their own business.
In the future, Hommel plans to give the same test to Catholics, as well as Muslims and Jews, but he must first figure out how to eliminate other cultural differences that could mask any insights. "It doesn't make any sense to compare Iranian Muslims with Dutch atheists," he says.
"This is a thought-provoking study," says Ara Norenzayan, a psychologist at the University of British Columbia. "Their finding is consistent with the literature on cross-cultural cognition - that cultural traditions involving independent view of the self, such as Calvinism, encourage a more feature-based processing style."