Because most religions teach you that their religion is the only religion, and the sheep follow.
Yes this^^^^, and it makes afraid through superstitious nonsense
people that are willing to explores other religions.
I well remember a fundamentalist uncle (a good man really) saying
ONLY the members of his tiny church was the "true" religion and
that most surely all others would burn in hell forever.
This otherwise fine man actually believed that, was a deacon &
lay preacher, church leader.
Sadly his education level was around the 6th grade as it was for many
born in the 1920's or earlier.