As for the European generosity they take a tiny fraction compared to India. They insist on integration, which would be politically incorrect in India. Some countries like France and Denmark have already banned the hijab.
Religion is a tiny fraction of a person's identity, but if it comes to eclipse everything then your loyalty to your society that is pluralistic is suspect.
They knew all along that they were illegal migrants. Considering that some of them have only been forced into islam in not more than three generations ago, it is possible that they might convert back to their native roots and claim asylum.