Jews, Christians and Muslims in America: Why are the top three religions in the U.S. from the Middle East?

Since the majority of the people in the U.S. are from European descent, why are the top three U.S. religions all from the Middle East and not Europe? Why didn't we adopt Thor instead of Jesus? And if our Savior is from the middle east, why do we have such a plethora of racial slurs for people from this area?