Does it matter to God what religion we embrace? And is it important to us to know which of all the religion that exists on earth is the true one?
It matters because God has His own plans about how history should unfold. A person born in Islam is part of Islam’s historical timeline, inheriting the history and duties that come with Islam.
We cannot help what timeline we are born into (whether Islam’s, Christianity’s, Judaism’s or some other entity’s timeline). But by being born into it, we become part of a certain historical timeline that we must embrace then work toward self-discovery and truth-seeking. The Quran says, speaking of all the Abrahamic religions:
To every community is a direction towards which it turns. Therefore, race towards goodness. Wherever you may be, God will bring you all together. God is capable of everything.
The Quran, verse 2:148.
So our communal duty as part of our timeline is to race with the other communities in goodness.
But by being human, we all also inherit a personal timeline that includes all of humanity. This is known as the Covenant of Alast (Alast is Arabic for “Am I not?”):
And when Your Lord summoned the descendants of Adam, and made them testify about themselves. “Am I not your Lord?” They said, “Yes, we testify.” Thus you cannot say on the Day of Resurrection, “We were unaware of this.”
The Quran, verse 7:172.
All of humanity has therefore agreed to be part of this Covenant. We have all testified to God’s Lordship over us even before being born. So each human inherits the duties that come with this Covenant: the duty of seeking God and seeking the best way to serve Him.
As for studying other religions to know which one is true, I believe that the human soul has a natural tendency to know when it is acting truthfully and sincerely by the Covenant of Alast, so different humans have different levels of duty toward discovering the Lord. A Muslim whose heart is already settled with Islam has no duty to study all other religions to find out which one is true because their soul has an intrinsic feeling and knowledge of the truth of their path.
But a human who has not adopted a religion that affirms God’s lordship is going to have a soul that feels uncertain and in need of seeking God. Such a person therefore has a duty to study the religions, but most importantly to seek God’s guidance sincerely so that He may guide them to the truth.
It is the duty of all humans to seek God’s guidance, but the duty to study different religions is depends on whether a person’s heart is already settled in the knowledge that they live the truth or whether their heart is unsettled and desiring something better.