But yes, this is the thing that always gets me. It takes a mind-blowing amount of arrogance to believe that your religion -- out of all the thousands that currently or used to be practiced -- is the right one, and everyone else -- billions of people -- just absolutely must be wrong.
And if you don't have that arrogance (but are nonetheless religious), the only reasonable stance to take is that you believe there is a god, or many gods, or perhaps some sort of supernatural universal force; and that there is maybe (but maybe not) some kind of afterlife, or reincarnation system, or... who knows. But I meet precious few religious people who think like this; I guess most people who fall into this category would tick the "spiritual, but not affiliated with a religion" box.
What if that deity has made itself directly known to, and has had direct contact with, humankind?
One can simply observe vehement followers of conflicting religions to determine that someone must be wrong, and it’s more likely that everyone is wrong than not.