On a related note, I've heard this quote on the relative mental health of practicing Catholics attributed to Carl Gustav Jung before, but I finally found a citation for it and wanted to record it here for future reference.
In his fifth and last lecture, the audience asked Jung to depart from his theory of dream analysis and explain instead how to put the transference to "practical use" within the process. Jung's explanation led to a discussion of the role religion served within the various psychotherapeutic systems, particularly his own. He told the audience that throughout thirty-plus years of analytic practice, he had made an informal statistical count of his patients' religious affiliations: most were either Jewish or Protestant; practicing Catholics numbered "about six." It proved to him that the Catholic Church's "rigorous system of confession" was indeed a "therapeutic institituion....Taken from Jung: A Biography by Deirdre Bair