I wouldn't even say it's fear. They can't understand or approach the world unless viewing it through their Christian ideology because it is so deeply entrenched in their mind set. They aren't afraid, they just can't process things without first running it through their "dogma machine." Which leads to statements such as "Christianity is the only religion." They aren't afraid of Islam, for example, or Judaism, or even Pagans, but because they aren't Christian religions, they are wrong because it doesn't match their deeply entrenched beliefs. In its more extreme manifestation, even other Christian denominations are wrong and going to Hell because they aren't congruent with the beliefs of whatever specific denomination.
Now, when efforts are made, either consciously themselves or deliberately by another, to lower this "shield of faith," that is what tends to provoke anxiety and fear, because their very existence revolves around and is built upon their faith.