The GSS regularly asks respondents if they think the government "ought to reduce the income differences between rich and poor" or if it "should not concern itself with reducing income differences". We can quibble about varying definitions of statism but opinions on governmental income redistribution serve as a pretty good approximation of what we're after.
The following table shows responses to the redistribution question by belief in God. For contemporary relevance and to avoid racial confounding responses are from 2004 onward and only non-Hispanic whites are considered (n = 5,650, one standard deviation = 2.02). Scores are inverted from those assigned by the survey for ease of comprehension. That is, the higher the score, the more statist the position:
Atheists are indeed the most statist. Firm believers are the least so.
This can, as Molyneux subsequently alludes to in the video, be attributed in part to political orientation. Atheists tend to be leftists. The secular right is numerically lilliputian.
That's not the entire story, however. While there is little discernible difference among conservative atheists and theists when it comes to statism, atheistic leftists are more statist than theistic leftists are. The same parameters as above but restricted only to political liberals (n = 822):
It's unsurprising that atheists are often accused of worshiping the state in place of God. Hillary's campaign team was clearly aware of as much. It's why they wanted to surreptitiously push Bernie Sanders' putative atheism.
GSS variables used: YEAR(2004-2014), EQWLTH(1-7), GOD(1)(2)(3-5)(6), RACECEN1(1), POLVIEWS(1-2)(5-6)