You are still coming at this from the Christian perspective, with your argument being that Jesus himself said that he was the only way.
What did he mean by that? That the only way to reach the World to Come is to follow his teachings, which were for the most part traditional Jewish values? Then yes, I agree that one must follow Gd’s commandments.
If, OTOH, he indicated that he had special “salvation powers,” with the ability to absorb sin, and that only those that believed he was a supreme being of some sort would get to Heaven, then there are two possibilities, from the Jewish perspective:
The first, and most likely, is that he never said (or intended) such a thing. From what I understand, he was a practicing Jew - and no Jew would elevate himself above his fellow human beings.
The second, and less likely, is that he did say and intend that, and if that were the case, yes….he was suffering from delusions of grandeur. Again, however, this is unlikely.
Finally, I wish to clarify that it is other Christians who are arrogant - specifically, the ones here who insist to Jews that unless they submit to THEIR beliefs, they will be banished from Heaven. What makes it even more annoying is the ridiculous quoting from the NT as to what Jesus (supposedly) said - as if this would be “proof” to the 98% of Jews who choose to maintain traditional Jewish beliefs.
I would prefer that everyone just believe what he wants, and allow others the same privilege.