I agree that there are some common threads in all faiths, but if we look at the major world religions, at their core they teach very different things about God and the way to God / salvation.
I'll get back to that point a little later to explain why I believe that is important.
Yes, I definitely agree that we would be a better society if people followed the Golden Rule, but how many people actually follow it? How many people actually live their life treating others as they would like others to treat them, and not doing things to others that they wouldn't want done to them?
One of the many reasons why I believe in Christianity is because what I can see with my own eyes about this world and human nature matches with what the Bible says. The Bible says that we all fall short, we all miss the mark.
It also says that ultimately the only standard that matters is God's, and God's standard is perfection. And that is precisely why everyone needs God, because only with God's forgiveness and spiritual birth can we be reconciled to God, become the person we were truly meant to be, and attain salvation.
OK, there are some commonalities, but you seem to be ignoring something far bigger and more important.
As someone else said early on in the thread, it is illogical to say that all religions are true or that all religions lead to God. (if by "lead to God" you mean reconciliation with God or going to heaven) because the world religions teach very different things about God and the way to God.
One of the most basic laws of logic, the law of non-contradiction, states that contradictory propositions cannot both be true at the same time and in the same sense.
So if you have two religions that are saying diametrically opposed things about God, then obviously they both can't be true, one of them must be true and one of them must be false. OR they can both can be false, but they both can't be true.
As a few others have stated, the Bible makes it very clear that there is one way to God, and this is what Jesus said: “I am the way, the truth, and the life. No one comes to the Father except through Me.” (John 14:6)
What Jesus said actually goes along with the nature of truth itself. Truth, by nature, excludes what is false.
For example, 2+2 = 4. We can't say "oh I think 2+2 is whatever we want it to be!" We can believe that if we want, but we would only be shooting ourselves in the foot because it is not the truth. And truth is not dependent on us at all, truth simply is what it is. That is why it's so important to find the truth and follow it.
BTW, here is a good video on this topic. It's less than five minutes so for anyone who is interested in this topic, I hope you watch it!