We used to get that "you are not Christians" spiel all the time. Boiled down the protestant world likes to claim that LDS are not Christian because we reject the concept of the Trinity and instead go by the tenet that God, the Son, and the Holy Ghost are three distinct beings.

Also they claim the teaching that Satan and Jesus are brothers is blasphemous. They never actually read deep into the doctrines that, if they did, they would be forced to admit that LDS are Christians.

And finally, as you eluded to, they do not like the doctrine of faith and works going together. The lazy doctrine of faith without works is preferred. Accept Christ and everything you do from there on is no big deal.