I think the real difference here is that originally Christianity was a minority, repressed and esentially temporary religion. I'm talking about Christianity here, not Judaism. All talk in it about conquering was meant in a spiritual sense, but obviously was reinterpreted with the needs of the states and powers that adopted the religion. There's no real directive for physical kingdom making in it.
I haven't studied Islam, but I'm guessing it doesn't have the same deal going on here.