I think it's because a lot of them don't recognize the similarities between their religion and others. Or because they were taught that it's the only religion and that other religions just copied off of it.
Why do Christians ignore the fact that their religion is a "Frankenstein's Monster" of older religions such a Zoroastrianism, Ancient Sumerian hero stories, and the Egyptian Book of the Dead?
The question is one of "Faith".
Questioning limits Faith, and Faith is the measuring stick they revolve their life around. Remove that center and their world comes flying apart . . . The problem is, they believe this is a bad thing. Epiphany in this way is never bad . . . It is about revelation of what IS compared to what was taught.
I have to agree with Dark, Kaywinnet, and Vicky, it's pretty much they are told this from the pulpit, and the preacher wouldn't lie, so it has to be true. If they really did even the most basic research into their beliefs, they'd be shocked at what they find. And you forgot Ugarite, because that is actually the roots that morphed into the Jewish beliefs.
There are several reasons. They all reflect on education. Most people do not wish to be educated any more than is required for them to enjoy their hobbies and to perform their jobs.
People do not wish to study the past or where they came from. They are happy being given an answer by someone else, especially if that answer reduces the amount of thinking the person must do on the subject.
Few Christians, percentage-wise, have read the Bible. I am greatly impressed with the Jews and Muslims as they make studying their religious materials an important part of their daily life. While some may consider the material literal and others allegory, all know it.
Few people bother to study the ancient cultures. Fewer still bother to learn anything of the religions of the ancient peoples. The schools do not teach the information as community leaders, religious leaders, and parents do not want their children questioning. At least the parents are doing it for altruistic reasons, they want their children to end up in heaven.
Were it not for a single teacher in Junior High that spent maybe 1/2 hour on the Persian religion, I would never have known as references to other religions were just names in all other courses I took to include college history courses (I took no religious courses).
To be honest most Christian preachers are not preaching to teach their religion. It is actually assumed (and we all know what that means) that the congregation has read and KNOWS what the Bible says and it need not be repeated. They are instead trying to teach THEIR denominations INTERPRETATION of what the Bible says and that is why they will pull out a verse here and verse there. That is specific evidence for their interpretation. The fact that most would not even bother to read the Sunday funnies let alone the Bible, for some reason is lost on them, maybe they grew up in families that did study the Bible or in families that taught a love for reading and study.
Christ brought a new reality into the world, not a new morality.
The whole point of the crucifixion is that we die to ourselves and live in Him.
It's the incarnational nature of Christianity that works backward and illuminates the truth in all created things, including what you call "older religions."
Instead of looking of "scientific proof" for God's existence, why not just deal directly with Him---He can explain everything once you make yourself capable of hearing Him.