I hear that a lot - it seems like an odd association to the world at large. Maybe compared to northern European countries? That said, we have more abortions per capita, I believe, than any other nation. We also had the highest corporate tax rate until the recent bill passed. Both of those would point us to being more liberal.
Europe and America are fairly similar (compared to other continents and countries), which makes the differences stand out more. Of course, countries like Saudi Arabia are more religious than the US, but these countries are very different from us, which makes it harder to compare ourselves to them.