They are not. There are white people of almost every religion. And almost every religion has white people in its membership. (There are some religions which limit its members to those of a specific blood line.)
Now, the majority of "white people" come from northern and western Europe. And have migrated into North America. Those areas have been "Christian" since the 4th century AD.
Prior to the coming of the Islamic religion in the 6th century, the most "Christian" part of the world was northern Africa. It had the advantage of being outside the Roman Empire and so the Christian faith took hold there in the first century AD until those regions were overthrown in the 6th century. During that time, blacks made up a major portion of the Christian faith.
Today, the Christian faith is shifting. It is declining in Europe and the USA, but growing the South America (which is why we have a Pope from Argentina), the Far East (South Korea (30%), southern Africa (40%), and make inroads into Japan and China. The face of the Christian church is changing so that within a few decades the majority of the Christian faith may not be "white."