"European sailors" didn't know. Vikings knew. Significant difference; the fact that the knowledge was held only by a very small group means it was effectively lost.
And looking at the serious colonization of North America (XVIIth-XVIIIth century), the "religious persecution and refugee" claim is almost farcical. The closest thing to a religious minority safe haven colony was English Catholic Maryland (and that didn't last); the puritans liked to portray themselves as victims of persecution but they were the ones looking for a place where they could persecute their neighbors, really. Pretty much all other colonies were majority religion. And most of the immigration happened in time of peace and stability, not turmoil in the home country - when the home country had the means to support the colony, not when it struggled at home. The development of actual valuable resources in North America (Tobacco, Furs, etc) and eventually the easy availability of new land compared to an increasingly crowded Europe drove a lot of migration.
*Nineteenth* century immigration, once the North American countries largely managed themselves (internally at least) was much more like you describe, but that's not how they initially formed.