Given the "we're persecuted!" rhetoric and mentality of some folks, I'm convinced and sure many of them actually don't have a concept of what persecution actually is.
I like to imagine what it'd be like for one of them to have a conversation--exchange notes sort of thing--with a Holocaust victim or someone fed to the lions in the coliseum.
"They're not letting us have a nativity display in the park this year!"
"My wife and daughters were mauled and eaten by lions and I was tied to a stake and set on fire to the sound of 10,000 people cheering as the flesh on my body burned to ash."
-CryptoLutheran