I agree with you.
However, in Christian countries, most people have abandoned the faith and fallen into sin. If Christian nations had the religion of truth, why did they abandon it? Why did they go into wars with each other? (world war 1, world war 2... many wars between christian kingdoms in medieval age)
It seems that having the Savior does not prevent nations from sinning and killing.
Muslims, while they certainly have an austere and military religion, at least seem more attached to God's law today - or at least their interpretation of God's law. For example, Muslims people seem to like more family values and chastity, while "Christians" often fornicate and abort their babies.
Personally, I love animals and I am vegetarian, and I do love the Hinduism take of respecting every living being (Hindus are supposed to be vegetarians). I am sad to hear Christians saying that animals are made to be eaten and used by humans, or that animals don't have souls. Christians seem to exploit and use nature, which is a marvelous creation from God, rather than take care of it.
That's for these reasons that I am also interested in other religions, not to convert (I am definitely converting to Christ), but I believe other religions contain true wisdoms.