Islam in particular makes little distinction between government and religion, and it's generally accepted that any government that does not submit to Allah is, more or less, illegitimate. They in particular have a strong argument for being so hell-bent on forcible conversion.
Christians are less justified in state religions, save that it was basically a tradition passed down from the Roman empire to have one.
Lots of more primitive faiths like shamanism and polytheism were more tolerant, in their own ways. Pre-Christian Romans were fine with you worshipping your own gods - hell, they'd worship them too, as long as you went through the social rituals that tied Roman faith to their daily lives. The shamanistic Mongols didn't particularly care how you prayed or why, so long as you paid tribute. The Assyrians were really interesting - after conquering someone, they stole all their icons of faith and moved them back to their capitol as a way of saying " your gods like us better, so serve us." It apparently worked quite well.
Basically, what I'm saying is people had reasons for a lot of stuff, but it was usually tied to dominance.
