In a word, Time. The first European powers to reach the New World were Spain and Portugal, these two heavily Catholic nations led the way in colonial expansion for a good two hundred years before the United Kingdom had left Britannia giving them ample time to proselytize and evangelize. Even British possessions gained from other powers, such as Quebec or South Africa, had longstanding Christian traditions before British control. Simply put, the British were too late to the game to have any real long-term religious conversion before decolonization in the 1960s-1970s. I'm more than happy to answer questions about specific regions and religions (especially African) if you have anything additional you'd like to ask. Religious confrontation outside of the European sphere is an interesting affair.

Sources:

A History of the Church in Africa Sundkler, Steed

Spain and Portugal in the New World 1492-1700 McAlister