I do not, for example, believe in many of the laws that criminalise drug users. This belief, in itself, should cause you no concern. Similarly the fact that someone believes that someone who insults Mohammed should be killed should equally not concern you - what should concern you is the risk associated with this belief translating into action.
In a sense you are correct. Certain beliefs may indicate a certain risk, to be taken into account with other risks. But that's about it; we don't lock people up for thinking the wrong things.