Notwithstanding the emergence within the last century of a distinctive western manifestation of Islam, the tensions you describe of moving from a western and Christian mentality and sensibilities to eastern and Islamic ones are not uncommon. One of the more flagrant contradictions in this transition that you have dealt with at great length is the phenomenon of religious law, reflected particularly in the worldliness of the Prophet, a concept completely foreign to the Christian west and the other-worldliness of Jesus. Such foreignness is undoubtedly at root of the western fear of Shari'a and the common misconception of Islam as predominantly juridical.
You state that many converts do not feel this tension, and you may be correct about this, but only in the sense that most of those who do convert to Islam are precisely those who have overcome this inner tension. In the context of this forum for example, we frequently hear from serious inquirers who are moving from a state of unbelief or otherwise simply lack of commitment who are desirous of dedicating themselves to one of many valid traditional possibilities. A common observation is that for a Westerner, the natural starting place is Christianity due to hereditary and geographical considerations. For those influenced by the traditional school and its concomitant emphasis upon universality and esoterism, the decision usually rests contrarily upon the consideration of spiritual expediency. In this case, the seeker will generally choose to follow that tradition in which esoteric instruction is most accessible, the contingent cultural and formal elements being overshadowed by formless metaphysical truth.
Although, the context is different than your situation, you may be able to identify with some of Frithjof Schuon's thoughts concerning heredity from his instructional text, "Two Unequal Heredities." (http://bit.ly/ZfXia0)
He wrote, "When a seeker plans to pass from one religious form to another, and this in view of the religio perennis and not through conversion, it can happen that he comes up against his religious heredity—whether this be conceptual or psychic—due to the fact that his forefathers have practiced that religion over the centuries; and the seeker will be tempted to believe that this heredity is insurmountable, thus that it has about it something absolute; while in reality it is relative by the fact that there is, in the depths of the soul, another heredity which is absolute because it is primordial and which is, precisely, the religio perennis. This deep-seated heredity is like the remembrance of the lost Paradise, and it can erupt in the soul by a kind of providential atavism; we have in mind here men who, while having behind them generations of religious believers impregnated with a given religious formalism, nevertheless benefit personally from the primordial heredity."
Greetings of Peace. This blog contains selections from my correspondence and other sources on a variety of subjects related to religion, philosophy, and spirituality. I hope that they may be of benefit to the interested reader. Concerning the title of the blog, read this entry.