Sometimes their God tells them it's a good thing.
Pope Urban II, on the necessity of the Crusades:
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From the confines of Jerusalem and the city of Constantinople a horrible tale has gone forth and very frequently has been brought to our ears, namely, that a race from the kingdom of the Persians, an accursed race, a race utterly alienated from God, a generation forsooth which has not directed its heart and has not entrusted its spirit to God, has invaded the lands of those Christians . . .
Let the deeds of your ancestors move you and incite your minds to manly achievements; the glory and greatness of king Charles the Great, and of his son Louis, and of your other kings, who have destroyed the kingdoms of the pagans, and have extended in these lands the territory of the holy church. Let the holy sepulcher of the Lord our Savior, which is possessed by unclean nations, especially incite you, and the holy places which are now treated with ignominy and irreverently polluted with their filthiness. Oh, most valiant soldiers and descendants of invincible ancestors, be not degenerate, but recall the valor of your progenitors. . . .
Let therefore hatred depart from among you, let your quarrels end, let wars cease, and let all dissensions and controversies slumber. . . . This royal city, therefore, situated at the centre of the world, is now held captive by His enemies, and is in subjection to those who do not know God, to the worship of the heathens. She seeks therefore and desires to be liberated, and does not cease to implore you to come to her aid. From you especially she asks succor, because, as we have already said, God has conferred upon you above all nations great glory in arms. Accordingly undertake this journey for the remission of your sins, with the assurance of the imperishable glory of the kingdom of heaven.
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I especially liked the "let hatred depart and wars cease, so that you can go to war against a religion I hate."