Perhaps they have the need to fell persecution to be sure that they belong the the right religion:
Persecution
John 15:18 ESV
“If the world hates you, know that it has hated me before it hated you.
Matthew 5:44 ESV
But I say to you, Love your enemies and pray for those who persecute you,
2 Timothy 3:12 ESV
Indeed, all who desire to live a godly life in Christ Jesus will be persecuted,
1 Peter 3:17 ESV
For it is better to suffer for doing good, if that should be God's will, than for doing evil.
1 Peter 4:12-14 ESV
Beloved, do not be surprised at the fiery trial when it comes upon you to test you, as though something strange were happening to you. But rejoice insofar as you share Christ's sufferings, that you may also rejoice and be glad when his glory is revealed. If you are insulted for the name of Christ, you are blessed, because the Spirit of glory and of God rests upon you.
1 Peter 3:16 ESV
Having a good conscience, so that, when you are slandered, those who revile your good behavior in Christ may be put to shame.
1 Peter 3:14 ESV
But even if you should suffer for righteousness' sake, you will be blessed. Have no fear of them, nor be troubled,
1 John 3:13 ESV
Do not be surprised, brothers, that the world hates you.
Hebrews 12:3 ESV
Consider him who endured from sinners such hostility against himself, so that you may not grow weary or fainthearted.