Correction: Since the 1940s "For the first time" is probably not true. This is since Gallup tracked this number. Post WWII church attendance really sky rocketed for reasons that are still not fully understood, but a lot of people think the emergence of the Evangelical movement bears a lot of the responsibility. It's much harder to track pre-WWII numbers, but according to the "Mapping America's Past" authors[1] church…
We don't do catholic boarding schools as much any more (too much bad PR of several flavors, for example) but they definitely did at the time. I wonder if the church-going came first or the religious schools did.
I think a number of the traditionally religious immigrant waves arrived well before WWI, so that probably doesn't have anything much to do with it, unless those groups had far more children post WWII...