They seem to only direct their ire towards Christians, they seem to be pretty okey dokey with Muslims.
Bearing in mind that they live in country that is far more Christian than Muslim (by a factor of roughly 50 to 1 in the US). It shouldn't be surprising that they would complain about the predominant religion, rather than that of a relatively small minority.
Were Muslims predominant, they would presumably direct their ire towards them...until a few of them were beheaded, anyway.