Because each religion claims to be true, but they all can't. Matter of fact if any one religion is true, then that forces all others to be false, unless of course they are mere offshoots of the same religion, such as Baptist or Methodist, but even then some of their beliefs must be false if they are different. For example Christianity claims that there is no reincarnation, people go to heaven or hell the very first time they die. Well if the religion of reincarnation, Hinduism is true then Christianity must be false.
That is not an accurate statement, I fear.
While the mutually excludent religions are numerically quite common, they are arguably not even typical of religions as a whole. Quite a few are not even all that interested into that sense of "truth".