Bangladesh used to be part of the Nation of Pakistan. When the Brits divvied up their colony, they tried to create a more or less Muslim state (Pakistan) and a Hindu state (India). So modern Bangladesh is majority Muslim, and Hindus and Christians living there are persecuted. Bangladesh came to be due to ethnic tensions between the ethnic groups of Pakistan (plurality Punjabi) and Bengalis.
AFAIK, religious minorities are ill-treated in all three countries, not just Bangladesh.