No, it does not necessarily prove true religion. I think it serves as evidence.
Yes, Northern Europe and really Europe in general is becoming increasingly atheistic, but that is more of a modern phenomenon. I am sure if we give it time, these countries will head to ruin.
Look at it already, the flood of Muslims is destroying these places. They turned their backs on God, and what is happening there isn’t that different then when Israel did this over and over again. Their enemies took them over. Muslims are undoubtedly the enemies of the followers of Jesus. God uses his enemies to punish.
Christianity is exploding in parts of Africa, and you know what if I can live 300 years, I wouldn’t be surprised if they are some of the most prosperous countries on that continent and perhaps the World.
Yes there are Christians in very dangerous parts of the World. It is unlikely that you or I will ever be in a position to be a martyr.
The Saudi Royalty is filthy rich, again that is a modern phenomenon. Besides, the average Saudi is poor, and their country is mostly barren.
The so-called Christian nations did not gain absolute ascendancy until very recently: the Industrial Revolution. And that was not sparked by Christianity, but by the application of the (largely) secular sciences in (largely) secularized societies.
I write this as a Christian who very much believes in the providence of God. But that providence is not even usually manifested by material prosperity in this life, but rather by faith, hope and love in this life, and glory in the life to come.