Empire gives you holy war CB on any nation from another religious group, not just muslim/christian but also eastern & pagan (as do the other requirements for it).
I read the passage as saying that you can only get a Holy War CB if you're playing a Christian or Muslim nation.
Which would mean that you can't get a Holy War CB against other nations if you're playing a Hindu nation, for example.
Guess I'll find out soon enough. I'm playing Majapahit in my next game, and they're Hindu.