My best guess is because that most people with the means to make a funny movie (i.e. someone born in America) is predominantly exposed to Jesus Christ and not Allah, Mohammud(sp), Shiva, or Thor. It's easier to make fun of something you know a little bit about than something that doesn't relate to you or anyone you know. Plus, religion is so easy to dog because to most freethinkers, it's already a joke.