It's because Fundamentalist Christians lump ALL "magic" into Satanism.
According to what they were taught, thanks to a lot of propaganda around the Burning Times, the old pagan gods are all devils sent by Satan to tempt people away from the "path to Christ". And all "Witches" and "wizards" had made deals with the Devil to gain their superhuman magical powers.
Despite not having any overt mentioning of Paganism, the Harry Potter books make magic interesting. And in their mind, that makes the kids more susceptible to being "led astray" into various Pagan paths.
On that note, though, I'm surprised I haven't seen a huge outcry against the Percy Jackson books...after all, they deal with modern kids who are part Divine. And that the Greek/Roman Gods are still around, still sort of controlling things.
Honestly, it's paranoia and ignorance at work.