Saying that the US is more diverse than Europe is a bit iffy at best. Sure, we might not have teh same racial makeup in the european population that you can find in the american population, but we have plenty of diversity.
The US as a whole is one nation, no matter how many states. Europe has a massive national diversity to pit against the racial diversity in the US.
What we end up with is comapring two groups of people, the US with about 300 million people, and Europe with about 450 million (figures i think i read at some point in Wikipedia, but dont hold me to them! ^^).
It's very hard to come to a conclusion about such things. Creature meantiones hispanics as something we dont really have in Europe, but where did they come from? We have the spaniards and portugese who emigrated to south america and became the dominent racial group there. We have an increasing stream of immigrants from africa and the middle east, which leads to great social and cultural differences, aswell as racial ones.
Also, i dont think catholicism is the dominant religion in Europe, the reformation did a rather good job of splitting things down the middle, with northern europe more inclined to the protestant versions of christianity, while the southern parts are still mostly catholic, but then there's Russia, which is mostly orthodox, but then that's only one branch of the orthodox church, it starts to be a rather big mess when you count in all the different kinds of christianity, and then you have to consider judaism, islam, and the varieties of those.
I dont want to trvialize the problems blacks face in america, and have faced in the past, but you do know that the holocaust was just the extreme end to a good 500 years or more of antisemitism in Europe? For the entire middle ages jews were not allowed to own land in most of Europe, infact, one of the reasons for the large jewish population in Poland at the time of WWII is that the polish king opened up to the jews centuries before anyone else did in Europe.
The history of slavery is also alot longer and deeper in Europe than it ever was in north america. The word slave is itself a degenerate form of the word slav, and the slavs are the major group of people inhabiting eastern europe and russia. They were quite often enslaved, especially by the romans when they went into the balkans and then north in thier many wars of conquest.
But then again, we have had several thousands of years more to muck things up in Europe than you new worlders have. ^^
All in all, i'd say the diversity is pretty close between the US and Europe, too clsoe for me to call it to one side, or the other anyway.
Anyway, back on topic, the taboo around sex has nothing to do with religion as such, but more something to do with the christian set of moral values that have become so deeply engrained in western culture, and those values can also be found i the other two relgions christianity shares a heritage with, judaism and islam. The ten commandments, which form the basis of some centrals laws in most western countries, are from the oldest book considered part of the bible, the same texts that are also sacred to the jews, and to muslims aswell, to some extent. The reason sex is more taboo than violence, is that we're rather expected to have sex at some point, sex in itself is not illegal, so it's more obvious that violence is wrong, which makes the "temptations" posed by seeing violence in movies or games easier to resist. Also the dangers invovled with performing violent acts are rather higher than those involved in having sex.