I may be wrong, ...
Good that you started with the disclaimer. Allah is simply "God" in Arabic. A muslim would take offense at the claim that Jesus and Allah are the same. They would agree that the Christian reference to God the Father and Allah may refer to the same god, but they insist that Allah is not capable of having a Son.
To the original post, I don't believe either a devout muslim or a devout Christian would use the phrase, "Oh, my God" as an interjection.