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This correlation probably has more to do with other qualities that are more likely to be found in conservative Christians than in their liberal counterparts or in secularists. A lot of secularists got that way because they asked questions, because they were not able to reconcile the inconsistencies in the doctrines they were taught, and because their discomfort at the hypocrisy in their churches overwhelmed any feelings of community and spiritual comfort they might have gotten from religion. Liberal Christians and their churches are engaged in wrestling with those moral dilemmas, believing the doctrines essentially morally worthwhile. They, too, ask difficult questions, and attempt difficult things (like trying to protect the human rights of Iraqis, or becoming conscientious objectors).
Among conservative and other traditional Christians, I suspect, based on my own experience with fundamentalist Christians, that there is much less of this critical inquiry and more willingness to gloss over those contradictory aspects of their faith and their national loyalties that might cause cognitive dissonance. It may be through fear, ignorance, reliance on blind faith, or intellectual laziness. When you talk to them and ask them difficult questions, they often explode or shut down.
You'll see much more of that among Southern Baptists than you will among Quakers or progressive Catholics.
And that's how you get evangelicals who have no problem with torture, and Roman Catholics in Poland who looked the other way as Jews were being rounded up and gassed in the 1940s. It's not so much the teachings of Jesus that are the problem. It's the human frailty of those who interpret or ignore them, especially those in powerful positions.