Very religious Americans are less likely to report that they smoke and are more likely to say they eat well and exercise regularly than those who are moderately religious or nonreligious. Nonreligious Americans have the worst health habits of the three groups.
Fortunately, Gallup recognizes that a statistical correlation is not necessarily a causal one:
There are a number of factors that could contribute to very religious Americans' healthier lifestyle choices. Some of these factors are likely overt products of religious doctrine itself, including rules related to smoking and substance abuse. Seventh-Day Adventists, for example, strictly adhere to vegetarian lifestyles free of alcohol and smoking, while orthodox Mormons and Muslims do not drink alcohol. In some Christian denominations, gluttony and sloth are considered two of the seven deadly sins, and many evangelical faiths frown on drinking and smoking. The Bible indicates that one's body is the "temple of God," which could in turn help explain the relationship between religious orthodoxy and exercise and certain types of food consumption. It is possible, of course, that the noted relationship between health and religiosity could go in the other direction -- that people who are healthier are the most likely to make the decision to be religious. This could be particularly relevant in terms of church attendance, one of the constituent components of Gallup's definition of religiousness. Healthier people may be more likely and able to attend religious services than those who are less healthy.
It also notes that, if there is a causal correlation, it could go in the other direction than fundamentalist types will claim?
It may also be possible that certain types of individuals are more likely to make healthy lifestyle choices and more likely to choose to be highly religious. The most parsimonious explanation, however, may be the most intuitive: Those who capitalize on the social and moral outcomes of religious norms and acts are more likely to lead lives filled with healthier choices.
That said, besides allowing for Mormons and Adventists, how much of this is age-specific? I'll bet that once we get past the age of 40 or so, the gap narrows a fair degree.