Aepervius
Non credunt, semper verificare
I was surprised to see just how high the figures for mental illness are in Europe.
http://www.msnbc.msn.com/id/44394646/#.Tma_hI672_I
I maintain that an increase in secularism and decrease in religiosity could be a major reason.
That would be easy to demobnstrate, take a country where religiousity rise or is stable, there are plenty of them in Africa, and shows that the % of mentally ill is low. Naturally since one of the mental "illness" is anxiety, I am pretty sure the numbers will be pretty much the same.
Until you have such an evidence DOC, your "hypotheses" (scary quote) is just about as valid as mine : religion is a mental illness that the author of the article forgot to take into account.