I can't talk about christianity or other religions, but let me tell you why im still muslim till now:P
1- Islam does not compel me to accept all those matters the sum total of which is called Religion merely on authority, but furnishes convincing arguments in support of its doctrines. The existence of God and the nature of His attributes, angels, prayer and its effects, Divine decrees and their sphere, worship and its need, Divine Law and its benefits, revelation and its importance, resurrection and the life after death, heaven and hell -- with regard to every one of these, Islam has given detailed explanations and has established their truth with strong arguments to the satisfaction of the human mind.
Islam, therefore, furnishes me not only with faith, but also with the certainty of knowledge which satisfies my intellect and compels it to admit the need of religion.
2-it does not base itself upon the experience of people who have passed away, but invites everybody to a personal experience of that which it teaches and guarantees. It claims that every truth can, in some manner or the other, be put to the test in this world, and it thus satisfies my reason.
3-it teaches that there can be no conflict between the word of God and the work of God, and thus resolves the supposed conflict between science and religion. It does not ask me to ignore the laws of nature and to believe in things which are contrary to them. On the contrary, it exhorts me to study the laws of nature and derive benefit from them. It teaches me that, as revelation comes from God and He also is the Creator of the universe, there can be no conflict between that which He does and that which He says. It invites me, therefore, in order to understand His revelation, to study His work, and in order to realize the significance of His work, to study His word, and thus satisfies my intellectual yearning."
4- it does not seek to crush my natural desires but guides them along right channels. It does not, by altogether crushing my desires, reduce me to a stone; nor does it, by leaving them uncontrolled and unrestrained, reduce me to an animal, but, like an expert irrigation engineer who harnesses uncontrolled waters and makes them run into irrigation channels, thereby bringing prosperity to waste areas, it converts my natural desires by proper control and guidance into high moral qualities."
It does not say to me: God has given you a loving heart but forbids you to select a life companion, or that He has endowed you with the sense of taste and the capacity to appreciate good food, but has forbidden you to eat such food. On the contrary, it teaches me to love in a pure and proper way which would ensure through my progeny the perpetuation of all my good resolves. It permits me to use good food, but within proper limits, lest I should eat my fill and my neighbor should go hungry. By thus converting my natural desires into high moral qualities, it satisfies my humanity.
5-it has dealt fairly and lovingly not only with me but with the whole world. It teaches me not to discharge my duties towards myself but insists upon my dealing fairly with every other person and thing, and has furnished me with proper guidance for this purpose.
For Instance, It draws attention to the rights of parents and the duties which children owe to their parents. It admonishes the children to behave obediently and tenderly toward their parents, and has made the latter heirs to that which the former may leave. On the other hand, it enjoins love and affection upon the parents for their children and imposes upon them the duty of bringing up their children well, training them in good qualities and looking after their health, and has also made them heirs to their parents.