No religious people in the 21st century want to think that their religion survived the test of time through political maneuvering, childhood indoctrination, warfare, slavery and genocide.
They all want to pretend that their faith is the only true one, and the truth rises, magically, like cream, to the top of history. Plus their faith alone is the result of direct supernatural intervention, not just humans doing what humans do.
In order to believe this, they have to ignore some inconvenient facts:
1) Every religious belief coincides quite nicely with a particular geographic location, as if supernatural beings can't climb mountains or cross oceans unless on the back of a human
2) Every religious belief must be taught anew to each generation as if it was just another aspect of culture like language or food preferences
3) Every religious belief is confined to those who have learned about it from other human beings. Gods are remarkably bad at communicating without books, the internet, missionaries, etc.
A child in a Muslim village in Bangladesh does not wake up one day a devout Mormon. A JW child in Little Rock does not come down to breakfast one morning proclaiming the existence of the Hindu pantheon in fluent Sanscrit. If any of these gods actually existed as described, such events would be commonplace.