I agree they are intertwined but I think they are different. Sweden and Italy are both historically Christian, but the culture is quite distinct. We can also compare Malaysia and Pakistan and we can see both Islamic countries are very distinct as well.
Up until our recent atheism Christian beliefs formed the basis of Western morality. Eradicating Christianity in the West has shifted Western culture dramatically. Degenerate behaviour and hedonism are now unchecked. What is to say what is “bad” or what is “good”? What anchors us?