I think many of us have had people knock on our door wishing to share the word of their religion, and I'm sorry you had such an unfortunate experience. I've had many pleasant doorstep conversations with the local church folks, but realize that not everyone is able to do so. Let's look at your post point by point.
First, you said they gave you a pamphlet to read but you didn't want to talk to them. It's your home, so you're not obligated to allow anyone to stay there if you don't want them to. Many people feel like they're trapped when the church folks knock on the door, but it's often because they just won't take no for an answer. I've found that the easiest way to deal with it, if you really don't want to engage, is to say firmly but politely, "I'm not really interested, but thanks for stopping in." Then you shut the door. That's it. You are not obligated to apologize or offer explanations. Just say "no thanks," and close the door. That's it. It might be hard the first time, but you'll find it's very liberating once you learn to do it.
Your second question, about why they do it, is a pretty simple one. In some religions, part of the practice involves sharing "The Word." That may mean evangelizing to total strangers. It's probably not something you need to be angry about. It's just what they do.
Finally, you ask why it's okay for Christians to proselytize at your door but not Pagans or Wiccans. My first question to you is, how do you know that it's not okay for Pagans and Wiccans to do so? Typically, rules regarding door to door solicitation are established by the municipality you live in. Check with them and see what the ordinances say. I bet there's nothing in there that says "no Pagans."
My second question - and probably a more important one - would be, why on earth would you want to go door to door as a Pagan? I can't think of a single Pagan tradition that includes evangelizing as part of its practice. What would be the point of going to your neighbors and recruiting new people?
Another option -- and obviously, this would only be something worth doing if you've got some free time -- would be to have a civilized and polite conversation with them. I've discovered that most of the door-knockers don't have the first clue what a modern Pagan is, does, believes, or thinks, so I've had a few very nice teaching moments of my own. Again, though, it's your home, so if you don't want to stand in your doorway chatting about theology with strangers, then don't. You owe them nothing beyond a polite "no thank you."