Taking the US as an example, how many Americans share a lineage that can be traced back to the pilgrims? I would venture that the majority of the population comes from immigrants outside of the parameters that you provide. Does this higher incidence of 'maverick behaviour' come from a minority of the population?
You don't really need to be descended from a pilgrim. Most people who immigrate have a higher tolerance for risk than those who stay behind. Going to a strange land, with new rules, is very risky and challenging. Some people find ways to mitigate that risk, like marrying an American and then coming here. But it is still a huge life changing thing where you don't really know the outcome.
So, yes, I believe that. Europe may not have been explicitly trying to get rid of genes per se, but they did essentially ship literally boatloads of undesirables to both America and Australia, countries which have some things in common in terms of having maverick social norms, more so than a lot of older cultures.
I can't prove it in a few comments in a public forum, but it isn't just some idea I dreamed up earlier this afternoon. It is rooted in many years of reading and discussing the connection between inborn traits and characteristics like tolerance for risk. I am not someone who likes risk. But my genetic disorder has made me unable to go along to get along, even though my default personality makes me wish I could. So, yes, I see clear connections between socially difficult behaviors and genes.