How come people are supposed to be "tolerant" of Islam, but Islamic countries aren't tolerant of other religions?

For example, in Islamic countries, such as Saudi Arabia, they do not allow Christians to practice Christianity (or any religion aside from Islam) in public. However, if you go to Western countries, you'll see Muslims wearing Islamic religious clothing and celebrating Islamic holidays in public. Basically, in an analogy, you tell me that I cannot eat your candy. But you think that I should allow you to eat my candy. How is that fair?

How come people are supposed to be "tolerant" of Islam, but Islamic countries aren't tolerant of other religions?
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