I think we simply haven't had enough successful proletarian revolutions to get any statistically significant data on the role of religion.

For various reasons Protestantism is mostly associated with northern Europe, which also happens to be solidly imperial core. As a general trend, northern Europeans has been one of the places with the least material pressure to revolt.

Put Norway under brutal foreign colonial rule for a few generations and subject them to crushing exploitation and poverty and you'll see them radicalise just as the Cubans and the Chinese did.