If you borrowed the religious elements strictly from history, then there's probably nothing wrong with it as it already happened. For example, if you picked a Crusader class, you will automatically be a Christian. But if you come up with your own views of what they are, or what the bonuses are for each religion (I don't know, something arbitrary like +25% wisdom for Christianity but +25% gold for Islam), then get ready for furious lashes from people. People will start complaining why religion A/B gets such bonus and attention while history proved otherwise, bla bla bla (pointless religious debate).
It's just better to come up with your own religions.