California has more churches - but not more practitioners.
San Francisco has four Orthodox Christian cathedrals. Many big cities only have a single Orthodox Church, much less a cathedral. San Francisco also has a many Catholic Churches - most with an ethnic component, not to mention Buddhist and cultural associations.
Most of these are due to extreme diversity, not religiosity.
Diversity isn’t an absolute good.
Having 200 churches, each with 50 members, does not make you more religious than a city with two megachurches, each with 20,000 members.
Nor does going to a megachurch to hear a rock band play Christian rock while your pastor tells you how great Trump is make you more religious than going to a more pious orthodox smaller church.