Why don’t people fight over religion in the universe of A Song Of Ice And Fire, like they do in ours?

How come, in a world that can be described as barbaric and cruel and pretty much similar to the medieval ages in our universe, people who pray for the old gods and the new gods are fine with that, whereas they do share our thirst for battle over other things such as belonging to two ancient houses that were involved in feuds over simple things?

Apart from the followers of the lord of light R'hllor (that if you ask me is a clear parallel to Islam as it shares its provenance from the east and the radical followers), all other religions live in peace, and we don't even feel the discrimination by religion between people.

I will try to reformulate the question to be more precise: are there any mentions of past feuds in Westeros over religions and faiths?