"All religions deep down teach the same thing" - A typical modern day Muslim intellectual ("muthaqqaf").
No, they don't, unless we redefine and selectively choose what a religion is, and here you run into the Texas Sharpshooter Fallacy.
This train of thought is an easy option for lazy thinkers who have never found good enough reasons to justify following the tradition they do. The Quran can be cut apart to appear to support this claim, but the Quran also makes exclusivist claims to authority, and it routinely refutes and discredits the claims of other religions.
But hey, everything is "arrogant" or "dogmatic" except for the absolute universalist, who is the only one who can really see the "full picture". By the way, that too would be an arrogant and exclusivist claim that invalidates other worldviews. It is inherently paradoxical.
This is called a dialetheism. "A dialetheia is a sentence, A, such that both it and its negation, ¬A, are true". This, of course, is unscientific, and it opposes the Law of Non-Contradiction.
Next time someone tries to sell you religious universalism, ask yourself, at what cost are you willing to believe this? Should you just put your cognitive faculties and intellect aside? Should you deny that there are red lines, and deny any evil and misguidance? Should you deny the corruption, interpolation, and abrogation of pre-Muhammadan faiths? Should you deny that the true founders of many post-Muhammadan faiths were imposters, charlatans, and false prophets?
And yes, I understand that the fitra (natural human intuition) points one toward God, and that all nations have received prophets. That does not make all modern religions equally valid, even if they may have a kernel of truth somewhere. I also understand that modern extremists have often misused takfeer and excommunication, and engage in su' ath-thann. That does not mean we should run towards the opposite extreme.
"It is He who has sent His Messenger with the guidance and the religion of truth, that He may uplift it above every religion, though the polytheists be averse." (9:33)