Jason Richwine writes:

Now “Calvinist” is a scary word in social policy, but I am strongly inclined to believe that civic engagement is biologically influenced, to a nontrivial extent. One of the foundations of behavioral genetics is that all basic personality traits—intelligence, extroversion, cooperativeness, sense of humor, etc.—are partially determined by heredity. Since people’s behavior obviously affects the kinds of societies they build, the connection between genes and social capital is not hard to make.

Consider the findings of Tom Rice and Jan Feldman, who compared levels of civic engagement among European ancestral groups in the United States. They found significant group differences, which track quite neatly with the same differences found among European countries today. In other words, Swedes are more civic than Italians, whether they still live in Europe or have long since moved to America! There is a highly persistent ethnic effect on social capital.

One could construct a purely cultural explanation for this, but it would be a stretch.
A graph from the paper I assume Richwine is referring to:

Source: Tom W. Rice and Jan L. Feldman. Civic Culture and Democracy from Europe to America. The Journal of Politics, Vol. 59, No. 4 (Nov., 1997), pp. 1143-1172.