its more likely to be the wrong religion
if you have 10 religions
none have proof by choosing one religion your only a 1/10 chance of being correct
but you have a 9/10 chance of being incorrect
now when you look that there might be 1000's of religions your likely to be following the wrong one
because one religion is popular dose not make it correct one
It was those that had difficulty letting go of Judaism that argued about which was the correct religion.
James counseled them as if to say, "Since you insist upon religion, well then, James 1:26-27 "If any man among you seem to be religious, and bridleth not his tongue, but deceiveth his own heart, this man's religion is vain. Pure religion and undefiled before God and the Father is this, To visit the fatherless and widows in their affliction, and to keep himself unspotted from the world."
Religion is on earth of man. The true worship of God is, Hebrews 12:22 "But ye are come unto mount Sion, and unto the city of the living God, the heavenly Jerusalem, and to an innumerable company of angels,
23 To the general assembly and church of the firstborn, which are written in heaven, and to God the Judge of all, and to the spirits of just men made perfect,
24 And to Jesus the mediator of the new covenant, and to the blood of sprinkling, that speaketh better things than that of Abel.
25 See that ye refuse not him that speaketh. For if they escaped not who refused him that spake on earth, much more shall not we escape, if we turn away from him that speaketh from heaven.."