Look, any intolerance is bad, but if you're so ignorant that you can't even keep the "people you're supposed to hate", straight you are honestly no better than a jihadist.
Certified Jewish Geek
Probably because both groups tend to be somewhat insular, so that many Americans are never really exposed to many of either. While you may see large numbers of each group in some major cities, finding a Sikh OR a Muslim in many, if not most, parts of the U.S. is highly unlikely.
Without exposure to a group or culture, people don't learn about it. When people don't have FACTS, they'll often come up with their own ideas, so perhaps it would be a good idea to do a little more outreach to your community if you are part of one group but being mistaken for the other.
Anonymous
As some have pointed out, some can tell the difference between Sikh's and Muslims.
Patrick
Because Americans are stupid. I'm an American and I can tell the difference, but that's because I went out of my way to study Indian Dharmaic traditions (Hinduism in particular). Plus I have a couple friends who a Sikh. Really cool people.
Steven
While I think I know the difference I really don't care. Being an atheist I just look at all as a person, not place them on levels according to what myth they have fallen for.
Agnostic Libertarian
For the same reason I can't tell the difference between a protestant and a catholic. They are all human beings and I see them firstly as such.