You are free to believe that Jesus is the Only Way if you want to because you have free will, but as you know I believe that there is more than one way to God although the Way God wants us to know Him and relate to Him in this age is through Baha'u'llah because He is God's Manifestation for this age.
“This is the Day when the loved ones of God should keep their eyes directed towards His Manifestation, and fasten them upon whatsoever that Manifestation may be pleased to reveal. Certain traditions of bygone ages rest on no foundations whatever, while the notions entertained by past generations, and which they have recorded in their books, have, for the most part, been influenced by the desires of a corrupt inclination. Thou dost witness how most of the commentaries and interpretations of the words of God, now current amongst men, are devoid of truth.” Gleanings From the Writings of Bahá’u’lláh, p. 171
Jesus' warning no longer applies because it was given to people who were living in the past. The entire Bible applies to the past, not to the present. The past is gone and humanity is trying to move forward, but that is difficult to do when so many people cling to the past religions and insist that they still apply to the present.
Moreover, Jesus gave that warning because He knew that many false prophets would come in His name claiming to be Christ:
List of people claimed to be Jesus - Wikipedia
That warning does not apply to Baha'u'llah because Baha'u'llah did not claim to be Jesus. Baha'u'llah came with
a new name, just as the Bible had prophesied.
Isaiah 62:2 And the Gentiles shall see thy righteousness, and all kings thy glory: and thou shalt be called by a new name, which the mouth of the Lord shall name.
Revelation 2:17 He that hath an ear, let him hear what the Spirit saith unto the churches; To him that overcometh will I give to eat of the hidden manna, and will give him a white stone, and in the stone a new name written, which no man knoweth saving he that receiveth it.
Revelation 3:12 Him that overcometh will I make a pillar in the temple of my God, and he shall go no more out: and I will write upon him the name of my God, and the name of the city of my God, which is new Jerusalem, which cometh down out of heaven from my God: and I will write upon him my new name.