There are two fundamental divisions in the Balkans that make all the difference. One is very ancient and that concerns whether the territory was in the Western Roman Empire or the Eastern Roman Empire. This is a very persistent split.
The more recent division concerns which side the populace willingly took in WWII.
NATO is much more willing to aid the folks who supported and/or joined the NAZIs than it is the people who fought against the NAZIs.
No one is really all that certain why this is the case, but it is. We should be asking if the fault is that of NATO, or an EU "personal" bias, or something in the Balkans. The Greeks started waking up to this when they saw their very own defense alliance, NATO, preparing to bomb their cultural affiliate, Serbia.
This has very little to do with religion, as conditions in Gary/Hammond/East Chicago demonstrate - there these people are considered "all same thing", and after 75+ years of settlement one gets the idea that they consider themselves pretty much the same thing as well.
Oh, yes, almost forgot another division in the Balkans. Do they raise goats or do they raise sheep? That's a big one. And under democratic conditions it's the kind of thing that can win or lose votes in the rural districts.