For starters, converting entire populations takes a long time. In textbooks, we often take the dates of rulers' conversions to mark the point at which countries "convert" to another religion. This is fair enough for teaching schoolchildren a basic overview of history, but it misses a whole lot of nuance. Most obviously, just because a ruler converts doesn't mean all their subjects do so.

Despite Islam being the state religion in most of the region for over a millennium, there are still Christian communities in the Middle East today whose origins date to pre-Islamic times. These include the Maronites of Lebanon and the Coptics of Egypt. European powers ruled over most of the Middle East for less than half a century. That's just not enough time for mass conversions to occur. Sub-Saharan Africa was under European control for a significantly longer period of time, over a century in some places. Despite that, there's still a significant presence of traditional religions in many African countries today.

Another vital factor is the different dynamic between the colonizer and the colonized in the Middle East vs. sub-Saharan Africa. Islam is an organized religion, unlike many African faiths, which puts it in a stronger position to resist conversion efforts. Another factor that would've made any mass conversion unlikely was that, rather than being a novel belief system (as Christianity was to many Africans), Christianity was already "known" among Muslims, complete with an entire set of theological arguments about why Christianity is, in the Muslim view, wrong. Finally, much of the Middle East was colonized under a system of mandates and protectorates, with European control being justified as a way to develop the region and prepare it for self-governance. While still obviously very patronizing, it was a different ideology of colonialism than existed in most of sub-Saharan Africa.

Finally, European colonizers had their hands full without further enraging the general public. People don't like being imperialized, and organized anti-imperial sentiment was widespread in the Middle East already in 1919. On top of this, being ruled by Christians was a particularly tough pill to swallow for many Muslims, since it's essentially the inverse of the Islamic worldview on "proper" Christian-Muslim relations. There was no reason to agitate the situation further by trying to convert these Muslims to Christianity.