On average, believers only got the psychological benefits of being religious if they lived in a country that values religiosity. In countries where most people aren't religious, religious people didn't have higher self-esteem. "We think you only pat yourself on the back for being religious if you live in a social system that values religiosity," Gebauer says. So a very religious person might have high social self esteem in religious Poland, but not in non-religious Sweden.
MORE: http://www.sciencedaily.com/releases/2012/01/120120010447.htm