A major difference that I see is that in the West, belief in an Illuminati-type conspiracy tends to encourage political apathy ("what's the use -- the elections are rigged, besides, it doesn't matter because the Rapture will happen any minute now") and / or defensive paranoia ("better stockpile guns and C-rations in the basement for the day THEY try to print a barcode on my forehead").
But in the Muslim world, the belief that the West is collectively the Dajjal inspires aggressive violence ("the imam says that it's the end of the world, there is no future, and I'll be judged as to whether I helped bring about the prophesied victory of Islam over the Dajjal, so I might as well strap on a dynamite belt and walk into that restaurant").
I agree! At least one factor ties many of them together: belief that the Jews are manipulating the world to everyone else's deteriment.