Because Christianity is very much tied to the identity and history of Europe. Before there was "Europe", the large geopolitical mesh of countries we recognize today, the entire region was called Christendom. Christendom at the time meant a geopolitical entity that juxtaposed the Pagan and Islamic world. Ideally, it was a superpower of states tied together by their Christian faith to fight against the encroachment of Islam. This "Christian Ideal" of Christendom became especially popular and urgent after 1453 when Constanipole fell to the Ottomans and the Catholic church realized that there was no one in the East acting as a proverbial shield to which the newly recovered Western Christendom could hide behind. Being a Christian nation defined who you could negotiate, trade, and talk to for an extended period (Several Papal Bulls were issued on the subject essentially isolating Christendom from its non-Christen neighbors- there were exceptions, of course). Then the Reformation happened, and people found excuses to ignore church edicts of interacting with Muslim countries (i.e. Ottoman Empire). Though what is interesting and something I haven't looked into in depth was the Muslim parts of Europe (still including Turkey today) were, from a European perspective, not considered a part of Europe even though they held territory traditionally deemed to be part of the European continent. Very rarely was the Ottoman Empire acknowledged as part of Europe, despite its geographical location and the integral part the Ottomans played in European politics. I can only contribute this to Christendom vs. The World mentality that still lived in the context of European identity. I really have no talent for summing things up, but theses are some good sources to check out:

Pagden, Anthony, ed. The Idea of Europe: From Antiquity to the European Union. Woodrow Wilson Center Series. Washington, DC : Cambridge ; New York: Woodrow Wilson Center Press ; Cambridge University Press, 2002.

Tolan, John Victor, Gilles Veinstein, Henry Laurens, and Jane Marie Todd. Europe and the Islamic World: A History. Princeton, N.J: Princeton University Press, 2013.

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