They had already killed most every Jew that existed in Muslim lands, so it was mainly a moot pointe.
For most of the middle ages and early modern period Jews were much safer in Muslim than Christian lands. When they were expelled from Spain and Portugal, most went to the Ottoman Empire and other Muslim territories and were able to go on with their lives, often thriving.
Which is not to say that Jews in Muslim lands were equal citizens or always treated well, only that they were generally treated by "Christians."
This of course reached its peak in the 20th century, when a country claiming to be Christian killed a great many more Jews than those killed by Muslims in that century, and probably more than killed by Muslims in all history.
There were still a great many Jews in Muslim countries in the 1940s. After the establishment of Israel most of them were forced out.