The Mongols that have appeared at Baghdad sack all the cities on route to Antioch. They will attack Jerusalem and sack it but will not stop until they set up shop in Antioch. From there they will reconquer the rest of the provinces.
As I have only played as Christian factions , this has been my experience.

I always ask the Pope for the first crusade to Antioch. After I get that city, I sack it and give it to the Pope for mutual army agreements. I then take Acre and try to make a base there.

This keeps the Pope from being the Mongols ally as they did in my first campaign.