Sorry but fist association I got when reading this was: running for miss(mr) world World peace!
Back to the topic: Why? Because people are lazy; it's easier to follow then think for yourself.
why can't we all just Live in Peace with Each other? You can get your answer in the No exit (by Sartre): “Hell is—other people!” or if you're more of a TV guy: watch any reality show - sooner or later a conflict arises. Face it, we are not peaceful creatures; we need drama.
Nothing makes on religion better than the other, they just tend to act like they are, and often are used as a crutch for the inherent human weaknesses instead of, oh you know...SCIENCE! Science could really use the 10% of their paycheck they're skimping out on.
Because some religions are obviously fake, yet people use them to brainwash whole generations. Religion is a tool of politics, nothing more. When a person believes in God, why would you make him decide from the preconstructed visions of God? Books and facts have many interpretations, and holy books are not an exception.
I understand your frustration. I am having it too. basically people who think that only their religions are correct usually are narrow minded people, who haven't studied other religions deep enough. or maybe they study them, but only from the sources which expose bad things about other religions. anyway, there are many religious people out there who think differently. just check at this: [link] and [link] .
also, you may want to search in the internet what Anthony de Mello, Kahlil Gibran, and Swami Vivekanandha have said about different religions (different than theirs).
also, some religions are inherently pluralistic, for example Baha'i, and some branch of Hindusim.
Why would you expect anyone in any ideology to not think it's better than others? Why would they be part of it if they did not think so? In fact; why would you even have respect for them if they did something they did not think was good enough that other people should as well to a large degree? That simply means they care more about themself than others.
I personally want to take the blame of failing you and I mean everyone here who been asking and fighting over the answers to the question you be asking, it has not, will not and never will it be God who has failed to show himself to this world, not him but his children(not all but most) who have failed to give what he has been and has been desiring to give out to this world, forgive me for my failing, blame me and not Him. The questions of those who wholeheartedly want to know the answers will receive them soon, the time of insufficient answers that we, his children, have been giving you is coming to an end, the answers you truly need it coming. Those who need to be satisfied will be satisfied, those who need comfort will be comforted, the time is coming when you will get what you need and been asking from God.