It’s my understanding that if we know of it in this world and deny it then that’s the choice we make, correct? If so, and if all other religions claim the same veracity with the same level of proof/evidence, what makes it different than a guessing game?

It’s the assumption / pretense that there’s a single right. And that, you can ask of God to find out. It’s also under the assumption that again God is a God of mercy and won’t judge you for what you didn’t know. Cause if he’s a perfect being, there must also be a perfect fairness in all he does as well.

Though it’s a very genuine concern / question to have for sure!