For the longest time, I couldn’t understand how people could make idols out of clay or metal or any other material, and then worship them. That made no sense to me. If you craft something with your own hands, or watch some other person craft it, that seems to me to pretty much eliminate its potential for divinity.
Then, suddenly, I got it. People originally developed spiritual beliefs for two reasons: one, to make sense of otherwise inexplicable phenomena, such as thunder and lightening; and two, to feel that they had some control over those phenomena. If a god causes rain or drought, then maybe by giving that god something it wants, or by begging it hard enough, you can influence the god to give you the rainfall you need.
But begging or dickering with an amorphous blob that you can’t see or hear isn’t very satisfying. What you really need is a body, or at least a face - something that you can actually believe might be moved by anything you say or do. Hence, idols. They’re not really the gods themselves, but they’re a way of at least getting a piece of that spirit to the point where you can beg it for rain or slaughter your animals to sacrifice to it.
Of course, people, being people, quickly realized that claiming the backing of a god was a great way of getting other people to do what you want them to, and thus religion became a huge organizing force. I’m not at all sure that the first large organized societies would have been possible without it, since it’s not like there was a government structure or precedent to base them on. Legitimate authority had to be based on something.
As to your original point, obbn, about Jesus only appearing to a small subset of humanity, Dante and other religious scholars have suggested sort of legal waivers for those people who were never exposed to Christian precepts. Virtuous pagans would go to such a nice part of Hell that it would be effectively heaven, except that they’d never come face to face with God. But that wasn’t part of original Christianity. As far as the originals were concerned, all the world that mattered was within hearing distance of the Gospel, so it just wasn’t a concern.
Today, I suspect that really only your true fundamentalists believe that someone who never even heard of Jesus will inevitably go to Hell. There, you have to look at why people believe what they believe. One of the reasons people have always gone for religion was to get the power of whatever god they’re worshipping on their side. It made sense, for example, for a conquered people to adopt the religion of their conquerors, since obviously the conquerors’ gods must be more powerful than their own, or they wouldn’t have been conquered.
But another reason to believe in a particular religion is to identify as a member of a particular culture. Most of the laws of the Torah were set down during the period of the Babylonian exile for the Jews, and this seems most likely to have been an attempt on the part of the priestly class to maintain a cultural identity independent of that of the Babylonians. And since there are many Jews still today, it seems to have been pretty successful.
Unfortunately, “we are whatever-ish, and therefore different from you, who are not” is not terribly far off from “we are whatever-ish, and therefore better than you.” In fact, it’s almost inevitable. Humans tend to sort themselves into “us” and “them” based on a wide variety of distinguishing features (such as nation of birth, skin color, shared interests, religion, etc.) and “us” is almost always better than “them.” This is a particularly useful feature for a religion. You can join in a religion for free; it requires no skills, no abilities, no talents, no money. All you have to do is say “I believe,” and in some cases go through whatever entry ritual is required (such as circumcision for male Jews). Bingo! You’re whatever-ish, and therefore automatically superior to everyone who isn’t whatever-ish. You don’t have to be rich or competent, but you still get to feel superior. That’s particularly important to people who don’t have a lot else to feel superior about.
Of course, many, perhaps most, religions aren’t evangelical and don’t claim to have the Truth, the Whole Truth, and Nothing but the Whole Truth, and you’re damned if you don’t believe exactly the way I believe. Most sects of Judaism don’t, but, oddly, most religions deriving from Judaism seem to. I include hard-core Marxism in amongst those, even though they have switched the State in for God, the writings of Marx and Lenin for the Bible, and the Workers’ Paradise for Heaven. But it is equally unfalsifiable, equally dependent on received wisdom, and certainly equally intent on punishing heretics and unbelievers, so I think it qualifies.