Certain strains of Christianity in the US are really apocalypse cults. Somewhere in the story there’s something about being persecuted and being threatened with death unless you renounce Christ.
They need to be persecuted because it reinforces the idea that they are living in the end times and therefore closer to rapture or whatever.
Edit: persecution is also a key part of Christianity’s origin story (Peter being crucified for his belief, Christians being fed to the lions in Rome, etc.).