The Messenger of Allah, peace and blessings be upon him, said
In short, every child is born in a state of fiṭrah, a state of innate goodness while the social environment may cause the individual to drift away from this state, which is a state of natural conformity between human nature and Islam (Submission to God). There has been several non-muslim experts in various fields whose conformed childrens innate belief in God, even popular atheist have admitted that.
Now why so many different religions? People form their beliefs on the amount of data that they have at hand due to various limitations such as environments. This why the Prophet (pbuh) made clear that the normative intuition may be used by a child’s parents to foster incorrect beliefs and that Allah had to send Prophets to remind humanity of the truth. Thus, according to Islam, the amount of available data is a necessary condition towards belief formation.
There are so many different theories on politics, economics, morals etc, but you seem perfectly fine inspecting them all and picking the one you think is true. Only when it comes to God, all of a sudden your brain conveniently shuts down.