Maybe you were looking for the door for the wrong reason. Maybe you were looking for a restroom and didn't see a restroom clearly marked so you figured there was no restroom.
Christianity doesn't merely offer "fire insurance" to keep you from Hell. Christianity offers you a relationship with G-d. The relationship is so intimate and personal that the only example of it in our world is the relationship of a loving husband and wife. It's not about getting to Heaven after you die. It's about being with G-d forever, starting now. It's about loving G-d and being loved by G-d and becoming all that you were created to be.
As far as I know, Jesus is the only one who has made that possible. Is that something you would want?
Shalom.
Which gives those of us on the outside of all religions nothing to base a decision on. All religions (well almost all, scientology doesn't count) look equally valid and invalid from here. All true believers look equally happy and filled with joy at their relationship with their god. I think it's just something people have to answer for themselves. Me, I grew up Catholic, my family left the Church and later I was born again, but I never liked it. I was never filled with joy in the faith, it was never a comfortable fit. So I walked away, spent a long time studying and seeking. Finally it dawned on me that I was happiest in a world defined without God, that's when I feel whole and understand my place in the world, that's when it all clicks into place and I get the extra bounce in my step.