The "proletariat"? Who uses that word seriously anymore? And about "Northern Europeon workers." What were they doing instead...defending their homes and wives from pillage by the rampaging chronies of "oligarchs" that happen to look like the Monopoly man?
What were they doing instead? Feeding their children. You do realize that well into 20th century the ordinary factory worker could count himself lucky if he and his family could go to bed with filled stomachs? Semi-starvation was a constant phenomenon.
I think the reason religiosity was so weak was that lutheranism (quite ironically, considering it's precepts) was very extroverted. On the country-side being a Christian meant going to church etc, and God was probable more accepted as a fact (like gravity) rather then in the fervent way a pentecostal worships, by most people. So when country-people, like my gand-parents who were all born on small-farms, were proletarized and moved to the city they left the old country-side social structure in which the state church had been very important behind them, and when they left that social structure their very extroverted religion also tended to disappear since it was more behaviour then belief. That's why people like my grand-parents are generally totally a-religious. And that's why religion totally died when it lost its place in the social structure.
You might believe it or not, but in my country at least workers and related groups were never very religious. Ivar Lo-Johansson, for example, describes in his memoirs his up-bringing on a large noble-estate were the work was done by share-croppers and
statare (the later employed on one-year basis, living men, women and children together in crowded, disease-ridden barracks). A minority among these were so-called readers, that is people who read and practised the bible, but they were regarded as almost pariah by the others, who wanted nothing to do with these strange people. And as for the priests, they were seen as just another burden, demanding their a of the poors already meagre living.
And why that would be controversial, I don't know. The political songs of the workers movement are full of anti-clerical references, which would be pretty unlikely if the people that made up the movement were in fact die-hard Christian-