Here's something I learned from a very pivoting podcast episode.

Part of "not having a state religion" meant not having an ecclesiastical authority that could curtail the ravages of settler colonialism. In small settler communities, the church was not accountable to anyone and the members of the church were deputized as law enforcement.

The diversity of Protestant sects and movements meant that they could not be reined in, and on the frontier, the independent churches had no power higher than themselves.

https://www.historicly.net/p/the-history-of-american-christian#details