https://www.youtube.com/watch?v=kOLHwElRvtI

This video provides a deep dive into other religions. But essentially, it's because they don't provide an actual solution to the problem of sin. The video goes into a greater depth, but that is the main reason. Religions of the world may have elements of truth, but to be reconciled to God can only be accomplished through the substitutionary atonement which Christ provided when he died for our sins. 

Why? Because God's judgement is perfect. He cannot simply turn the blind eye and forgive us without someone or something paying the penalty. Perfect justice means a judge must judge perfectly. He paid for our punishment so we don't have to. That's the TL;DW.

Hope that helps,

Xexxar