This vital question is given an excellent answer by William Wildblood in his post today Edited excerpts follow - but read the whole thing...
People often question what there is in Christianity that is not in other religions since many of the moral teachings are very similar and some even pre-date the birth of Christ. This is missing the point.
What there is in Christianity that is nowhere else is Christ himself. The actual person of Christ who through his crucifixion and resurrection transformed the whole world, even those parts of it that had no conscious knowledge of him.
He changed the spiritual goal fundamentally, opening up the Kingdom of Heaven to all who accepted him whereas before there were only states analogous to Limbo, Hades, Sheol, Bardo and the like for most souls with Nirvana as a possibility for those who were able to detach themselves completely from identification with their created selves.
But the new reality of Heaven (new as far as human beings were concerned) meant that the fallen self could now be redeemed and transformed into a being of light. For Heaven involves the union of spirit and matter instead of their separation. It's a marriage not a divorce.
Prior to the actual Incarnation the spirit of Christ will have begun to permeate the higher worlds, affecting all those able to respond to it on that level. Thus, the teachings of Christ will have begun to be established in the world. A similar thing happened after Christ's death and means that all spiritual forms in the world that were open to it, whether ostensibly Christian or not, will have begun to be influenced by what we can call the Universal or Cosmic Christ.
Christianity is the religion in which Christ is most fully present but surely you did not think he could not manifest himself and be present as a spiritual force and influence in other religions? He is primarily a spiritual being and as such can be present everywhere to those who are open to him. Such people may not know him by the name Jesus Christ but they can know his spiritual presence and that is what really counts.
I would add that this explains why it is the almost-exclusively materialistic, this-worldly, assumptions of modernity that has made it so difficult for modern people to understand Christianity; and led to misunderstanding Jesus as essentially a 'moral teacher', or a societal-transformer.
But the essence is that what Jesus did was indeed Cosmic; he transformed the nature of reality and thereby made new possibilities - everywhere and for everybody; which is why Christianity is universal.