The degree to which that is true, varies, as do almost all things.
As a rule, you will not find followers of any particular religion studying the teachings of other religions. Some might look into them, but almost none study those other teachings with any particular vigor.
Few Christians, for example, have any knowledge at all of Hinduism, and precious little about Islam. The converse is also true, in most cases. A few scholars study comparative religions, but that's about it.
The reason for that is simple. People are taught that their religion is the correct one, by the very people who lead whatever religion is being followed. There's no reason to study other religions if yours is the correct one.
There are exceptions, of course, but they are not common. Some people do take courses in comparative religion at college or university. Typically, such courses are just a semester and intensive study is not required. I remember such a course from my own college days. To say it was not rigorous would be an understatement.
Followers of most religions are not only not encouraged to learn the beliefs of other religions, they are generally discouraged from doing so. Frankly, most ordinary congregation members don't even study their own faith very rigorously. Anyone who has attended Bible study classes knows that study is fragmentary, at best, and focused on such scriptures as reinforce the teachings of the particular denomination.
The common belief of most religionists is the one I summarized in my thread title. Ignorance is bliss in most cases. Too much study of religion often leads to abandonment of religion. Ask most atheists if they have read all or parts of multiple religious scriptures. Knowledge leads to enlightenment.
At the core of most people's religious thinking is that their religion is the correct ones and that others are incorrect. Of course you can find exceptions. I qualify my statement with the word "most."
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