Yes the Pilgrims for instance emigrated from Holland and not England. Of course the Plymouth Colony was quite "progressive" compared to the oppressive theocracy in Massachusetts. At least they weren't hanging quakers, dissenters and didn't burn a single witch during the panic..

Anyway I don't think that the English Puritans/etc. were somehow particularly exceptional (besides the fact that they emigrated to North America) compared to other similar groups in Europe.