Ok I'll bite, it sounded to me more like he was alluding to the religious zealot,s the people that see Bigfoot, UFOs, ghosts, the Jersey Devil, the Wendigo and the Cubs ever winning the World Series.
And by "West" he was referring to the global west, as in "1st World", meaning everything west of the Berlin Wall that allied with the US and had anything resembling a military and modern infrastructure.
So compared to most European countries he may have a point in many aspects, though if you are looking at specifics then most Latin American countries have a much higher instance of religious weirdness, like seeing the virgin Mary or Jesus everywhere or in regions where SanterÃa, Voodoo/Vodou/Vodun or any tribal religious ceremonies are still practiced they will likely have a much higher instance of belief in things that have no basis in reality.