If you listen to borat speak in "khazak" half the words are Hebrew.... As more aware people know, the only joke in the show is the American and British public.. Borats proves their prejudices and racism. He does a service to the world.
I've never seen Da Ali G Show, but I have seen Borat. In Borat, there was no reference to Kazaks being Muslim or any behaviour that suggested such, that I noticed. So I really don't see how this movie makes fun of Muslims. To me, it was mostly making fun of bigoted Americans, and the situational humor of kind-hearted Americans trying to deal with this strange fellow who didn't understand our culture. Oh, and of course the fighting between Borat and his comapnion.
Scientiffikk makes good points. Furthermore, the Borat character has never made reference to any specific religion, has never mentioned Islam, Allah, or any other indicator of Islam.
In fact, that the OP would associate the Borat character with Islam unpacks the OP's own cultural biases! Why, for example would the OP assume that Borat's anti-Semitism and attitude towards women indicates that he practices Islam?
In other words, he got you.
(BTW, only very recently has Cohen "unleashed" Borat on the US. The show originated in the UK and 90% of the Borat humor/interviews/etc is directed at our British friends.)