The question is not mine, but rather it was asked by someone in an open debate forum. My response:
First, let's figure out why various religions exist in certain countries in the first place. In the case of Africa and South America, Christian missionaries forcibly spread their religion to these places. Old traditions were forced out and the subjugated masses were made to adopt a new faith at gunpoint. In the Middle East, Islam has been around since it began, but it spread to placed like Malaysia and Indonesia through trade, where the ruling class first converted and then impressed it on the rest of the population. There are third world countries that are mostly Buddhist and Hindu, but those religions also have a history of conquest.
The point to take away from this is that religion is seldom a choice of the people. More often it is forced upon a population through their rulers or conquerors. Thus the next question regards why these countries are "third world" in the first place. Setting aside the original Cold War definition of Third World, let's take a brief look at what factors contribute to a third world country's typical status as poor or "developing."
In today's world, politics play a huge part in whether your nation is wealthy or not. Corrupt, oppressive or isolationist rulers usually solicit economic ostracism. This much can be observed in a fair chunk of all third world countries. Further, the basic political and economic structure that a government employs also has a huge impact on its country's ability to grow. It's not always about politics, though. Some countries simply do not have the right resources, geography or infrastructure to join the global community. Sometimes that's because the politics won't let it happen, other times it is simply a reality of the land they inhabit and their population.
When your country's infrastructure is in the ditch, it complicates a whole range of problems. Trade, communication, social services and education all run into brick walls if they lack the means to run efficiently. It's been said that it only takes a few billion dollars to make sure the entire world is fed. If it were that easy, it would be done by now, because figures like that are donated every month across the world. The reason why the problem never seems to get fixed is because there is no current way to deliver all that food and medicine to the people who need it. Political turmoil, bad roads, lack of management and a whole number of other issues block the way.
The numbers speak for themselves; low education, high occurrence of violence, high corruption, and high religiosity are all typical characteristics of third world countries. In contrast, wealthy first world countries are usually at the opposite ends of those scales. All of these factors correlate quite beautifully, but is it premature to start drawing some conclusions?
I want to say that people in third world countries are more religious because they lack the education and flow of information to introduce modern ways of thinking and to show them alternative ways to live.
Even if we take the anthropological approach and assume that religiosity is more a function of community than it is a result of the lack of education, that communal mentality is still an artifact of an isolated existence. Without the promise of economic mobility, people never seek to expand their world. The American Dream, for example, is all about economic mobility - the idea that through hard work, you can achieve any type of life you desire. This allows individuals to transcend the small communities where they are raised and chase after their (seemingly) individualistic dreams. Without those kinds of opportunities, individuals are less likely to stray from their communities. The religious stay religious.
And let's not forget religion's part in keeping everything stagnant. Traditional values can often mean that certain individuals (women) are simply not allowed to obtain an education or even stray from their post at home. This means that a full 50 percent of the working-age population is underutilized within a religious country's society.
In India, where women are notoriously abused and shelved at home, some communities have recently seen their female education rate rise, and their domestic violence rates and birth rates drop. All of these adjustments are very good things, but what was the cause? The communities saw the increase after finally receiving cable TV. The women of the community, taking examples from the fierce portrayals of heroines on television, began to develop a sense of worth. Result is that the traditions of their oppressive religion and community were shelved in favor of living a more modern, more enlightened lifestyle. This is just one example of infrastructure allowing the spread of information and education, thus displacing antiquated concepts like religion and tradition.
Let's look at religion in terms of its supposed benefits, though. Apologists would say that religion helps the suffering cope with their reality. Whether this is true or not doesn't matter for the sake of the next point. It has been suggested that because third world citizens are more familiar with suffering than first world citizens, they recognize the worth of religion more and thus utilize it more intensely than in wealthier places with less suffering. My rebuttal to ties my original argument about education: without the knowledge of alternative approaches to handling suffering, one cannot be given credit for choosing religion over other means. Rather, religion is the only tool in the shed for those people, and when they are finally given alternatives, they toss out religion with a quickness.