Thanks, Torq, but this theory doesn't make too much sense. I'm pretty sure that with the exception of Norway all Scandinavian countries are pretty low on natural resources, yet they all are among the richest countries. Same goes for Switzerland, which is literally bare of any natural resources, except of water, wood and rocks. Yet, although I don't have exact figures and have to rely on personal experience, I'd say that only a small minority of Swiss are religious.
On the other side there are countries like Saudi Arabia or most of the gulf states, most of them high among the richest countries in the world when it comes to natural resources (and per capita income). Yet they are about as religious as it gets.
So, no, your explanation isn't really satisfying.