I only use small town America as a contrasting example because that is what I am familiar with. Also, it has less to do with the absolute size of the town than its homogeneity.

Big City America might not punish you as much for being atheist, but as you mention, it has its own prejudices. Imagine what might happen if you told your sugar-baby something racist and then she leaked it to the media!

Tolerance for the alien is definitely a learned behavior. If you have kids, please try to teach it to them.