I guess they are too damn smart:

http://super-economy.blogspot.com/2010/03/mormons-have-highe...

http://blogs.discovermagazine.com/gnxp/2008/12/religion-iq/

EDIT: Ouch. I know race, religion and intelligence are touchy subjects but I never thought I'll get downvoted on hackernews for (somewhat) sourced compliment. I myself am atheist in 95% catholic country where Jews are unrecognizable for anybody except antisemites. I personally have nothing against or for Jews.