Could you expand on the question, Perhaps why you think they're related? They aren't particularly related with one being a religiously motivated military campaign, and the other referring to an area of land that is ruled directly by another state.

A crusade is a religiously motivated military campaign...

A colony is an area of land controlled by a foreign power....

Your question is....irrelevant I guess? Sure colonies can be established through religious motivations but doesn't necessarily mean it's a crusade...

This is like comparing apples to oranges...it's like asking aren't baseball bats the same thing as football fields?