There are numerous religious sects and cults and beliefs. And in order to be able to choose the only one that is right, you have to neutrally examine all of them. That's an almost impossible process, since there are numerous versions of every religion, in Islam, they're not only Sinna and Shi3a, in Shi-ism there are many differences between "scholars" and Ayatollah's, and they all have their "reason" for believing in their way, and throughout history, religious statutes and moral codes have varied in most religions. That's not it, there are many versions of each and every religion, I've never seen two believers who agreed on everything in their religion.
This makes it very hard to examine religions. Besides, it's already hard to be unbiased to your own religion when examining other ones, because as I said before, people have been bombarded with it ever since their childhood, and it's a part of their system.
Therefore one can say that since there are so many ways to God then there is no way of realizing which one is the only true one and which others are not. Therefore you can't believe in any of them. So if we do not examine religions, we're not true believers and are only inheriting them, and if we are we'll still be biased to what we already believe in, and it would be impossible to examine every religious idea.
Besides suppose two religions made equally as much sense to you, how would you know that one is from God and the other one is man-made? This nullifies the constant imploring that Muslims, for example, do for others to examine their religion, As it would be both unfair and meaningless to examine only one religion and believe in it.
For me, I confess that I haven't examined all religions there are or had been, only the three Abraham-ic ones. I choose to believe in science that only has one version of the truth, one that I can perceive and that does make sense. It doesn't make sense to me that there is a creator, because ever since I heard that, questions in my mind started popping about the possibility of that and eventually I reached the conclusion that there is no creator and that religions are man-made.