The problem that Chris has with Islam is twofold:
1) He's fucking autistic as shit and has absolutely no frame of reference for any religion beyond the protestant churches he attended in the past and stereotypes he sees on TV.
2) Assuming that Chris has a copy of the Qur'an and read it from end to end, the religion is almost 100% diametrically opposed to Chris's entire lifestyle. Islam stresses the importance of hard work, being a family man, and abstaining from worldly vices while also practicing rigid spiritual discipline. Chris literally shelled out $6000 to a pair of autists because they enabled his fantasies and told him about a nonexistent merge that would absolve him of any responsibility for the consequences of his actions. Why would Chris ever seek fulfilment from a higher power that demands so much out of him when in his deluded mind, he's the second coming of Christ?