Very true, and yet to clarify, they don't specify Jesus alone as an exclusivity problem - they'd feel the same way towards exclusivity claims for Krishna or Rama or any other incarnation of God. Though many try to claim Hindus are pantheistic, this is simply not true. There is only one God to Hindus. But to them, that one infinite God incarnates in infinite ways and during all times to correct imbalances people have created in the world due to the abuse of their free will through the rejection of dharma, or the proper, divinely-taught way to live.
An Avatar, such as they see Jesus as, comes with the full force and power of God at their birth, and exists because humanity has become depraved to the point where the full force of the direction of the entire human race has to be changed or it will destroy itself. Avatars are rare, but when they come they literally create a new human race that is no longer the same as before they came, simply because of the power they released by their existence.
It’s also a difference between pantheism and monotheism.