Given what we know about the ways that religions start and spread, we know that they are not generally truth-tracking. The fact that we observe a particular religious belief in the populace (or that we happen to have been born to a family that teaches it) is not a good indicator of that belief being true. Religious beliefs — unlike practical (how-to) knowledge or scientific theories — are not selected for their accuracy.

Further, the various religions contradict one another on pretty much everything (except baseline tribal morality): if Christian theology is true, then Vaishnava theology is false; if Muslim theology is true, then Mormon theology is false; and so on. And there are a lot of them; and many of them mutually forbid acting on the recommendations of the others, so you can't generally hedge your Pascal's Wager between them.