Moreover it is thought Jesus's way is the only way. "I am the way, the truth, and the life." Salvation hinges on having faith in Jesus, living by his ethics, avoiding sins unto death, and so on.
The stakes are immense. Given the immensity of the stakes, Christians should do all they can to turn people to The Way. So why shouldn't Christians living in a state which is not a theocracy, advocate and do all that they can to bring about a theocracy? Why should they not compel Muslims to profess that "Jesus is Lord" or face imprisonment, fine dissident atheists $135,000 who refuse to photograph a Christian wedding and thus cause psychological harm, and compel all states to recognize Christian marriages?
Liberal Christians often have scorn for the "theocratic Christian right," but should they given the stakes which involve eternal consequences? Rarely is an argument given for why a theocracy should not be advanced.
Perhaps this is a beginning of an argument: Christians should not advocate for a theocracy for the central reason given to explain why God Himself allows there to be so much evil (i.e. for the Problem of Evil): He greatly values freedom and autonomy and, as such, coercion is to be avoided.
Of course more needs to be said if one thinks that Christians, given the massive, coercive nature of the state should not advocate anarchy or libertarianism but socialism or something in between. More can (and should) be said.