Muslim states dominated the subcontinent from what, ~1200 to ~1750? Over the same length of time of about 600 years from conquest Egypt had only very recently lost its Christian majority and there were still large religious minorities in the Levant and Iran.
This is a very relevant point! The Islamization of much of the Eastern Mediterranean was an extremely gradual process, and much of the region only became overwhelmingly Muslim in the very recent (aka 20th Century) past.
And of course there are still very large non-Muslim minorities in that part of the Middle East--even excluding the recent immigration of Jews to Israel, there are still lots of Coptic Christians in Egypt, Arab Christians in the Levant, Druze, arguably Alawites, etc. And you don't have to go far to find many minorities in Kurdistan, though many were targeted by ISIS.
Really you also have comparable religious diversity in most of the Muslim world outside of Arabia and the Maghreb*, and in places where you don't it's usually a function of very recent persecution or mass migration (Iran, Pakistan, Turkey, etc.)
*As an aside, why did Christianity hang on for much less long in the Maghreb?