First, let me point out the motivation for this question: the story of Abd-Allah ibn Jahsh attacking the Quraysh caravan in the Rajab month despite Rajab being a sacred month. "At first Muhammad [pbuh] disapproved Abd-Allah's actions, saying, "I did not instruct you to fight in the sacred month." But later he announced a new revelation: 'They ask you concerning fighting in the sacred months. Say, "Fighting therein is a great (transgression) but a greater (transgression) with Allâh is to prevent mankind from following the way of Allâh, to disbelieve in Him, to prevent access to Al-Masjid-Al-Ḥarâm, and to drive out its inhabitants, and Al-Fitnah is worse than killing.'"(from wiki)
Now many cite this incident as evidence of anti-Islam being the greatest zulm than anything else. For example, in a political situation (in a Muslim majority but non-sharia democratic country), where the ruling party is by all standards a zalem and got in power in an illegitimate way. But the opposition is clearly anti-Islamic and if they go to power, they killing, abduction, corruption etc might be reduced but they will establish anti-Islamic values and laws such as LGBT rights, abolition of blasphemy law etc.
And by Allah, this is not a hypothetical situation. This is the situation we are struggling with in real life. For the Muslims, it is a tough choice and we are divided. Some of us prefer the Zalem but Muslim ruler and some of us prefer the Just but the atheist ruler. The first group argues that it is better to be under the rule of Hajjaj ibn Yusuf than to be under the rule of Christian, but the latter group argues that we should prefer for the betterment of humanity and since the Muslim ruler here in this case causes more harm, we should oppose him according to the Islam.