BTW, at least in italian political speech “protecting the Christian roots of Europe” tends to be a way to promote a kind of religious approach based on:
* discriminating anybody that can be easily discriminated with no consequences (IMHO in quite an un-christian way);
* fighting secularism, which is much more typical of European thought than religious extremism, at least in the last couple of centuries.
Of course, this approach makes it easier to use religion as an excuse to justify anything when the real aim is to gain money and power, and this is also quite rooted in european traditions, just not one of those traditions that we should be proud of and emulate.
I agree that there are strong christian roots in european culture (even european atheism can be said to come historically from a negation of the christian God, after all), and the phrase in itself would be neutral or even agreeable, it's the wider context that makes it bad.