OP: So to sum up my question, how is it that everybody is cocksure or their own religion?
The quoted suttas below say that an unenlightened person says certain teachings are true, or holds to views, because of clinging, because he depends on them. Due to clinging, it's hard to let go and see other perspectives. These and other suttas in Snp 4 show how an unenlightened person says his view is true and others are false, calling others fools.
However, the enlightened don't cling to any views and have let go of all views. They see things as they are. They are also free of conceit and have no need to dispute with others and defend their views.
So, does this mean that the Buddha accepted all other religious views in his time and said that they all lead to liberation? No. Definitely not.
As a fully enlightened teacher, he could discern between right view and wrong views. Only the Right View (samma ditthi) can lead to liberation. It's the forerunner of the path, ahead of others, in the Noble Eightfold Path.
There are various suttas where the Buddha was confronted by followers of other teachers or consulted by seekers who spoke to various teachers (like in DN 2), and the Buddha explained why each of their views are wrong, and explained the Right View.
In this answer, we see how the Buddha debunked Jain views on karma in MN 101.
We can see how the Buddha's explanation of the dependent arising of consciousness based on the six sense media and their sense objects in MN 38 easily debunks the explanation of consciousness of Advaita Vedanta as found in the Hindu writings Aparokshanubhuti and Vivekachudamani.
You can find many other wrong views explained in DN 1. Followers of a number of religions today may hold to some of the views in DN 1, especially the wrong view of eternalism.
If a person was stubborn and not interested in listening to the Buddha's explanation, the Buddha simply stopped teaching him (AN 4.111).
As stated clearly in Dhammapada 254 - 255, noble (ariya) contemplatives cannot be found outside what was taught by the Buddhas. In other words, you can only find noble contemplatives where there are the four noble truths, the noble eightfold path, the three marks of existence and dependent origination. Only these lead to the permanent end of suffering.
Also: "But in whatsoever Dhamma and Discipline there is found the Noble Eightfold Path, there is found a true ascetic of the first, second, third, and fourth degrees of saintliness." (DN 16)
In fact, the specific person of Gautama Buddha is not more important than his teachings, which was discovered and rediscovered again by multiple Buddhas (SN 6.2) in history.
Even if Buddhas never arose, the three marks of existence is in any case a natural law independent of the person discovering and teaching it (AN 3.136).
The term noble (ariya) by the way is a technical term that refers to people, teachings and practices that lead to Nirvana, as explained by the Buddha. Please also see "What is ariya or noble?"
A person entrenched in his teachings,
honoring a preconceived view,
isn't easy to discipline.
Whatever he depends on
he describes it as lovely,
says that it's purity,
that there he saw truth.
The brahman, evaluating,
isn't involved with conjurings,
doesn't follow views,
isn't tied even to knowledge.
And on knowing
whatever's conventional, commonplace,
he remains equanimous:
'That's what others hold onto.'
Snp 4.13
Because entrenchments in views
aren't easily overcome
when considering what's grasped
among doctrines,
that's why
a person embraces or rejects a doctrine —
in light of these very
entrenchments.
Now, one who is cleansed
has no preconceived view
about states of becoming or not-
anywhere in the world.
Having abandoned conceit & illusion,
by what means would he go?
He isn't involved.
Snp 4.3