Everybody has one, and only one. It is changeable, but the change is of the order of magnitude of a full-body transplant, if such a thing were possible.
You can try out this philosophy or that, but those are like changing the curtains in your living room, at least in the present example. Changing religion is more like burning the house down and rebuilding a different structure.
How would someone know it wasn’t their religion, without trying it out?
What religion do agnostics have?