Why not? It's entirely clear to me that a proselytising religion with a claim to absolute truth must be a major driving force in any form of discrimination.
Of the Abrahamic religions, Judaism is the only non-proselytising one and has caused the least trouble. Christianity and Islam are both aggressively proselytising -all Christians and Muslims are required to spread their religion - it's a keystone of both theologies. That has caused, and is causing, no end of trouble.
As far as white supremacists are concerned, it would be fair to say that if not a majority, then at least a substantial minority, invariably point to Christian dogma as a foundation of their beliefs.