Most pagans didn't quite believe their religion to be "true" the way Christianity purports itself to be true.

To be a member of a pagan religion, you just had to be the ethnicity of that religion and participate in it's ceremonies and rituals. Christianity, on the other hand, is partly a philosophy that was debated, attacked, and defended. You'd be hard pressed to find a Norse shaman who wanted to discuss Christianity, while on the other hand Christians were the ones who had very compelling arguments for their religion, or I guess the point is that they at least had arguments.