I think that the Mormons also teach that they are superior to others, and even superior to other Mormons. So this type of thinking is not exclusively a Muslim concept.
I seriously doubt that Mormons will ever resort to jihadism though. I have never had a problem with Mormons, Catholics, Jews or other Christians. But I suspect that each feels their way of religion is superior, or they would probably pursue a different religion. The real problem will come when the Swedish school starts advocation the killing of non-Muslims. But I think Sweden must have seen this coming, a while back.
Which is why when the call goes out to unite the religions under one umbrella the Mormons will jump on board.