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We say that Pakhtuns in Afghanistan and Pakistan, Balochis in Iran and Pakistan, Hutu in Rwanda and the Congo, Serbs in Bosnia and Serbia are problems. They're trouble because their goals and desires are incompatible with the goals of either their compatriots--often a majority--or surrounding ethnicities, and they act on their goals. This can create political instability or violence.
In many places one's religion was one's ethnicity. When you look at the sectarian compromise that forms the basis of Lebanon's political structure you probably see religion; it's ethnicity, or, rather, there's not a real difference. It's the tribe you belong to, Druze or Christian or Sunni or Shi'ite. It's not just an Islamic thing, but that's where it survives most strongly. So in Egypt and Malaysia your ID card says your religious identity, where in some other countries it might state ethnicity (more relevant in Malaysia than in Egypt, to be sure).
In Russia, much of the territory that was taken as and after the Golden Horde was turned back was Muslim, mostly Turkic speakers. The Golden Horde had adopted Islam, and the way they ran their empire was essentially a religion-as-ethnicity approach, not much different from the Ottomans. Muslims got perks; Xians and Jews got fewer perks; others got fewer yet. The religious leader was the point person for dealing with the community--so it really put the Russian Orthodox Church up there and made the tsar' essentially need to be the church. It explains a bit.
However, with Islam overlaid on the ethnic patchwork that resulted from E-W and W-E migration the result is a patchwork of ethnicities in Russia proper, some "indigenous" in that they're not the most recent colonizers, some indigenous in the sense that it's unclear what ethnicity preceeded them, some obviously the result of migration and colonization. We usually only decry European imperialism, but Muslim imperialism worked out no better. The resulting clan/tribe ethnic identities are often mixed with religion--so if you're Chechen' you're proudly Chechen' and proudly Muslim, except that to say "Chechen'" implicates "Muslim" (conversational implicature there, not necessarily a logical one). Same for Tatar, Ingush, Lezgi, Abkhaz and other groups. Oddly, the connection Russian-Orthodox isn't nearly as strong.
Where Muslims have been radicalized there's a push for theocracy. But the "traditionally" Muslim lands in Russia weren't Wahhabi or Deobandi, there wasn't a strong push for theocracy--just money and loot, then land for expansion. Then recognition of that ethnicity/religion as the dominant, prestigious, most important one. It's hard to have a country with 100 ethnocentric loci. The tensions essentially break it apart--and a loose confederacy of small groups usually flops. The US tried it and it flopped rather badly. While it sounds harsh, 100 ethnicities aren't going to have a single purpose; having the Russians unite them may sound nasty, but it worked to some extent. Then again, the Russians were nice in historical terms, Ivan IV learned from the Tatars and ran a fairly non-assimilationist empire, unlike, say, the Arabs.
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