The current makeup of the Balkans is not quite reflective of its demographics during the Ottoman Empire. It's like asking, "Why was the Ottoman Empire unable to convert the Jews on the West Coast of Israel, but the West Bank of Palestine is almost entirely Muslim?" The reality is that a huge movement of people occurred in the late stages of the Ottoman Empire and after its fall.

After World War I and the Turkish War of Independence, the Greeks and Turks signed the Convention Concerning the Exchange of Greek and Turkish Populations. The treaty established a mandatory exchange of citizens between Greece and Turkey according to religious faith, rather than native language, equaling about 1.3 million orthodox Christians from Turkey relocated to Greece, as well as about half a million Muslims relocated to Anatolia from Greece. This came after and in addition to the natural flows of refugees and immigrants toward the respective religious safe areas. Anatolia had recently been further Christianized by the Armenian genocide.

Prior to this, Turkey had not been so uniformly Muslim, and the Balkans so uniformly Christian. The middle east was also more Christian at the time, with Christians still representing a double digit percentage of the population in Egypt and the Fertile Crescent.

The Ottoman Empire practiced a millet system which segregated its population according to confessions and allowed Christian communities autonomy and exemption from Sharia law, which may have contributed, though that was not unique to the Ottomans. Most likely, the Ottomans just were not in South Eastern Europe for long enough, and the majority of their converts returned to Muslim states either voluntarily or against their will by 1923.