Europe is much more secular than the United States. I honestly can't tell you any of the major European leaders' religion (Cameron, Merkel, Hollande, etc). I mean, I could look it up, but I can't tell you off the top of my head. I know every American leader's religious history because it's a major issue in American politics. Obama allegedly not being a Christian, or religious enough is still an issue. I doubt the average German knows Merkel's religious views, or cares.
You can't be president in this country without professing to be religious.
As for guns, yeah, the NRA has a stranglehold on policy (which in and of itself says a lot about American politics and views), but even the most pro-gun control Democrat's policies would be considered right of center by European standards.
Having lived both throughout Europe and the United States, I can say America is a conservative country. Its cities tend to be liberal, which balances it out somewhat, but overall it's very right-of-center.