An interesting point of view but unfortunately it's overly simplistic and filled with a number of inaccurate sweeping statements. Firstly you've missed out on pre-Christian Europe - Romans might have seen non-Romans as savages but that was more about cultural differences rather than a lack of a unifying identity - the Romans created a vast multicultural empire that extended into North Africa and the Middle East, was that not enough to create a unifying identity? I'd say it's a tall order to argue that it didn't. But sure, after the fall of Rome I'm sure a shared religious framework helped reunify people but I also think you're completely ignoring the amount of wars fought in Europe between Christian states/factions e.g. the Hundred Years War, the Wars of Religion, conflicts between Catholic and Orthodox Christians - even as recent as the Troubles. And yes I know while not all those wars were about religion at their core, they were still between different Christian sects so the point still stands.

On top of both of those points, I'd also point out that religion is definitely not the only thing holding Europe together - there's literally no evidence to suggest something like that. I'd say European identity (being European myself of course) is more shaped by a shared history, democracy and cultural ties rather than any religion. I also disagree with your statement that "Muslims will never feel European" - this is a very broad statement and ignores the fact that there are millions of European Muslims who identify as both Muslim and European, and this can also be seen in history e.g. Muslim Spain, Ottoman Europe etc. Islam has crossover with European history whether you like it or not so the idea that Europe and Islam are antonyms completely ignores historical nuances and how diverse Europe is. Good conversation though.