Tą słowo dla muzułmanów. Przypomina mi obraźliwy termin dla Żydów w obozach koncentracyjnych. "muselmann"
Is there a reason why Christian is capitalised in Polish and not Muslim?
No, the word for "Christian" is also not capitalized. The only difference is with "Żyd", which is capitalised when it's 'a person with cultural or ancestral Jewish connections' but not capitalized if it's 'a person of Jewish faith' (but perhaps born in a Catholic Italian family).
There are three sentences about Christians, the only capitalized one is just because it's the first word.