Because they fear the power of Christians, ridiculous because Christians in the US are about as dangerous as grazing cows.
Unfortunately, many American Jews still believe in their hearts those things (accurately) told them by their grandparents from before immigrating from Europe. Back then, Christians were not as kind as they are now, in the USA. And it's only been 2 or 3 generations since Jews found themselves unwelcome by society in general here in the USA.
But for some reason, it seems that Jews in general seem to have an irrational belief that "the government" will keep them safe. When in so many cases, it's the government that is organized against the Jews.
This isn't an excuse, but it is something of an explanation: Jews tend to have a historically rational fear of other religions, as well as a historically irrational belief that the government will protect them. Plus, an almost genetic "rooting for the underdog," which explains the recent abandonment of Israel, in favor of the palis.
Mark