Christian call God and we muslim call Allah because we believe that Allah is One! there is neither plural nor feminine or masculine. and why do we muslim call Him Allah but not God because there is faminie to God which is Godess and even plural to God which is Godess. We even dont prefer Lord because this word can also be used in plural sense which is Lords. where as Allah has no such issue. Simple!
2ndly there is no such thing that when people call Allah it means bomb blast LOL i wonder how can people interpret it like this.