In a video based on his book 3:16 Stories of Hope, Max Lucado illustrates the odd nature of the statement that "all religions lead to God":

All roads lead to heaven. Well, the sentence makes good talk-show fodder, but does it make sense? Can all approaches to God be correct? How can all religions lead to God when they are so different? We don't tolerate such logic in other matters. We don't pretend that all roads lead to London or all ships sail to Australia; all flights don't lead to Rome. Imagine your response to a travel agent who proclaims they do. You tell him you need a flight to Rome, Italy. So he looks on his screen, and he offers, "Well, there's a flight to Sidney, Australia, at 6:00 a.m."

"Does it go to Rome?" you ask.

"No, but it offers great food and movies."

"But I need to go to Rome," you say.

He says, "Well, let me suggest Southwest Airlines."

"Southwest Airlines flies to Rome?"

"No, but they win awards for on-time arrivals."

You're getting frustrated, so you reiterate: "I need one airline, to carry me to one place—Rome."

The agent appears offended: "Sir, all flights go to Rome."

Well, you know better. Different flights have different destinations. That's not a thickheaded conclusion, but an honest one. Every flight does not go to Rome. And every path does not lead to God.