Among religious people, why is it that Muslims have the hardest time assimilating to western society?

A very good question, that I've been thinking about. I think it is because Islam is still a relatively young religion, and therefore, is still very prominent amongst its followers, like Christianity once was.

So.. You find the followers still strictly adhering to each and every rule, that goes against a lot of the values of the Western Society, most and foremost, freedom, but also women rights, human rights in general and just freedom!

The concept of a club is very strong in Islam. A lot of Do's and don'ts or you'd be excluded from the club. Muslims take pride being part of this club, it gives them a sense of moral superiority and a feeling righteousness, so they make sure to not lose that membership by mingling in the Western World.

It doesn't stop at intellectual values, but also physical looks. Women look certain way because they dress differently. Even the men, were prescribed certain looks (long beard, short dress) but because men can do whatever they want and are not controlled like women, they don't adhere as much and you are less likely to see that consistency in the way they present themselves, unlike women, who would be covered one way or another. So you will find that distinction even in looks. Different way of dressing as a great impact creating differences, no matter how much we deny that.