They are 30 % Muslim, 30 % Christian and 40 $ Atheist, I think is the rough estimate. It is not like Arab nations where the Christians are legitimately scared of the Muslims majority and feel they have to go along out of fear - in Albania Christians and Atheists together definitely have their share of political and cultural influence. Some of the Albanian non Muslims do have a tendency to support jihadists such as the KLA due to a my nationality, right or wrong mentality, which sadly is common in that part of Europe.
But in this case, I think it is more of an issue of being fed up with Obama’s out of control attempts to exert his will over various nations of his choosing. I suspect most balkans nations would have reacted the exact same way.