The academic article below offers some interesting facts but the perspective appears to be a Leftist one so I thought I might offer a different perspective. I add some comments at the foot of the article
Psychological research has found that religious people feel great about themselves, with a tendency toward higher social self-esteem and better psychological adjustment than non-believers. But a new study published in Psychological Science, a journal of the Association for Psychological Science, finds that this is only true in countries that put a high value on religion.
The researchers got their data from eDarling, a European dating site that is affiliated with eHarmony. Like eHarmony, eDarling uses a long questionnaire to match clients with potential dates. It includes a question about how important your personal religious beliefs are and questions that get at social self-esteem and how psychologically well-adjusted people are. Jochen Gebauer of the Humboldt-Universität zu Berlin, Constantine Sedikides of the University of Southampton, and Wiebke Neberich of Affinitas GmbH in Berlin, the company behind eDarling, used 187,957 people's answers to do their analyses.
As in other studies, the researchers found that more religious people had higher social self-esteem and where psychologically better adjusted. But they suspected that the reason for this was that religious people are better in living up to their societal values in religious societies, which in turn should lead to higher social self-esteem and better psychological adjustment. The people in the study lived in 11 different European countries, ranging from Sweden, the least religious country on the planet, to devoutly Catholic Poland. They used people's answers to figure out how religious the different countries were and then compared the countries.
On average, believers only got the psychological benefits of being religious if they lived in a country that values religiosity. In countries where most people aren't religious, religious people didn't have higher self-esteem. "We think you only pat yourself on the back for being religious if you live in a social system that values religiosity," Gebauer says. So a very religious person might have high social self esteem in religious Poland, but not in non-religious Sweden.
In this study, the researchers made comparisons between different countries, but another study found a similar effect within one country, between students at religious and non-religious universities. "The same might be true when you compare different states in the U.S. or different cities," Gebauer says. "Probably you could mimic the same result in Germany, if you compare Bavaria where many people are religious and Berlin where very few people are religious."
The original journal article is "Religiosity, Social Self-Esteem, and Psychological Adjustment: On the Cross- Cultural Specificity of the Psychological Benefits of Religiosity" by Jochen Gebauer et al.
Two things to note: 1). As is so common in psychological research, the "sample" is in fact no sample at all. We have no idea how representative of the community at large are "Lonely Hearts"; 2). The assessment of mental health appears to have been rudimentary. A few queries about self-esteem and depression are a poor substitute for a proper mental health survey such as the MMPI. So again, the results must be taken with rock-salt.
Setting aside those reservations however, the interpretation also seems to make an assumption that may not be correct. The assumption is that only positive rewards are at work. It may be the other way around. The difference in interpretation is not large but it may be important.
I live in Australia, which, like Norway, is a very irreligious place, where regular churchgoers are something of a rarity. So I may have some insight into the results from Norway above
So I would summarize the research findings above as showing that religion does normally make you happier but that only shows up in places where it is accepted. Where religion has little acceptance and may be mocked (as it not uncommonly is in Australia) the social "punishment" for religious belief may cancel out that happiness. It may be bias against religious people that was the key driver of the national differences observed above.