“In most religious states” do not equate to “most religious teens”. People seem to conveniently forget that even the most religious states have some very irreligious cities in them. If I remember correctly Texas was in the top ten most religious states, but Austin is not only not particularly religious—it is the headquarters of the American atheists. What true journalists would do is to try to determine how religious the knocked up teenagers are, not how religious their neighbors might be. But then we have many more journwhoralists than we have journalists these days.
Still, you have to admit that it’s curious when states with reported higher rates of religious observance have higher pregnancy rates.