Why do some Christians think that the freedom of religion applies to them?

Reread the constitution.

We think so because Christianity is a religion.

This might be news to you, but out of the 2 billion plus Christians world-wide, only a small percentage are Americans. American laws have no bearing whatever on the right of people anywhere in the world to freely believe what they want to believe, and to freely speak about their beliefs.

That applies also in countries where some godless governments try to stop Christians having freedom of religion - like North Korea. It is a global human right that all people have freedom of religion and speech, no matter what America or North Korea says. Christians had freedom of religion even before America was discovered.

1st Amendment: Congress shall make no law respecting an establishment of religion, or prohibiting the free exercise thereof; or abridging the freedom of speech, or of the press; or the right of the people peaceably to assemble, and to petition the Government for a redress of grievances.

"Congress shall make no law respecting an establishment of religion, or prohibiting the free exercise thereof;" <---right there. It may not say any specific religion's name, including Christianity, but its language dictates that the subject is any and all religions; including Christianity.

Perhaps because it does.

It gives Freedom of ALL religions! This First Amendment creators/writers were ALL Christians! They made this Freedom of Religion because back then countries picked their "religion" and Ordered ALL to only believe in the Kings choice!
How would YOU like it iF You were now living in a country where you were forced to Honor and Obey only as the leader Ordered?

It should be obvious that freedom of religion applies to Christians. Christianity is a religion.
Do you mean "only" to them?

It does apply to them, but not exclusively.

Because Christianity is a religion, dumb-butt. The Free Exercise Clause applies to "religion". All "religion".