You know, before all this ca-ca hit the fan, before 9/11/01, I would have found Muslims praying in front of a Cathedral a thing of beauty and profound spirituality, as I would have found a Christian praying on the Temple Mount a thing of blissful interaction with God.
These days, as a Christian, I feel lucky to have a church in the U.S. where I can kneel in submission to my God.
Christian churches face East, which is not necessarily to Jerusalem, whereas the Muslims pray to Mecca, which for Milan is southeast, as you can see the different direction in the picture.