However, when the Mongols conquered most of the civilized world back in the Middle Ages, they frequently adopted the religions of the people they conquered. For instance, Confucianism was quickly adopted by the Mongol rulers of the three Chinese kingdoms, and down in India the Moguls became Moslem!
The fellows who stayed back in Mongolia proper were the dregs of their society. The place is still backwards, folks running yaks, doing subsistance hunting, all that sort of stuff. They are doomed to the fatalism inherent in Buddhism.
The more aggressive sort of folk left there 800 years ago and never turned back!