This is nothing new...
Believe it or not, this entire "Rock music = Satan worship" marathon is played all the time on local cable stations that are more or less 24/7 televangalism. U2 is one of many other bands featured by the nararrator. And yes, in the Southern U.S. "bible belt", there are a lot of people who watch this stuff and believe everything they see before getting out their checkbooks to send in the money to fund this stuff.
Flipping through the channels, I bet I catch this somewhere being played at least once per week. I am a Catholic in a very Baptist fundamentalist area. Our little Catholic Church has the coolest priest. I took the Slane DVD over to his house and we watched a good portion of it...after it was over, he said "Man, I feel like we just prayed together". His favorite song is One.
Now, I'm not trying to generalize about the South or Baptists. Some people are extreme in every religion. Just to give you a flavor of the extremism I'm talking about, though, I'll tell you this: when I first moved to this area in 1992, after just a few days on the job, a woman who worked for me asked me if I had been saved and would come to church with her. I told her I was a Catholic and that I'd probably end up going to that church.
Her response: "Catholic! Why! My preacher says the Pope is the Devil!" I honestly didn't know what to say, and she caught herself after raising her voice. That was the end of our conversation. Too bad I had never heard Mercy...I just would have told her "Baby I'm born again, and again, and again and again, again..."