Suppose I am a Protestant Christian, and Catholicism is true. Was I wrong about religion? Well, I was right about God, right about Christ, right about God having revealed himself, right about the Resurrection. Just wrong about church structure and the locus of authority. I am right about far more things than an atheist or even an agnostic is.
Suppose I am a Protestant Christian and Judaism is true. Then I was right about God, right about God's commands, just wrong about Jesus. An atheist or agnostic is wrong about the things I am right about.
Suppose I am a Protestant Christian and Islam is true. Then I am right about God, right that God has some things to say to us, right about Jesus as a prophet, just wrong about the Seal of the Prophets, Muhammad, and, of course, wrong about the Qu'ran. I am right about many things that the atheist or agnostic is wrong about.
Suppose I am a Protestant Christian and Hinduism is true. I am right about a transcendent reality, but wrong about its nature. Still, an atheist or agnostic is wrong to deny this transcendent reality.
It seems as if being in the wrong religion doesn't mean that you are completely wrong about religion.
Is it a bigger mistake to miss religious truth, if there is any, than to embrace false religious beliefs?