Well, waaay back when, Christianity actually used to play with others quite nicely. Temples in Rome offered depictions that served as that of Jesus, Orpheus, and Apollo, and everyone got along fine.
Then Christianity became the state religion. And then the only religion.
But how do you enforce monotheism? People seem to have a tendency towards polytheism (if they have a theistic inclination,) so it's quite hard to insist that there's only one god. Amenhotep tried introducing punishments and outlawing, but Christianity took it one step further. Fear.
Those other gods that you feel an inclination towards? They're not really gods, they're demons and devils; agents of Satan trying to turn you from the One True Path. They're out for your soul, which is the part of you that lives forever, and if they get it... well, you'll suffer forever. Turn to this god, because he can stop this from happening.
But why go through all that trouble? Simply put, because monotheism is a theological aberration. It requires constant verification and affirmation. And we truly see this not just in America, but the world over whenever the stage is broadened. Every time non-christians gain a little bit of ground, we see a flood of movies and plays and politicians touting christianity, reminding us of those things that we need to fear. "The Devil's out to get you, godless nations assault us in their anger and sin; God will save you and God bless America." We even see it here, when there's new of Paganism gaining social ground. Even though it's decades away from anything that christianity enjoys.
So that's what you need saved from; christianity's social insecurity and tentative grip on society. It's not your soul being saved, but their illusion of legitimacy.