Or maybe it's not a lie and believers are genuinely happier and less depressed.
Thus, you apparently can be genuinely happier if your worldview is based on a lie.
Still not worth it.
I don't think I've ever heard of a religion that is so airtight that it blocked any ability to reason on how the others might not be a lie also.
Almost no religions state this, it might be an interesting thought experiment to steel-man your arguments :)
History does though & the history of religion is that extremists who are religiously exclusive are much more likely to affect someone else's life due to their zealotry.
That why there are so many wars & crimes linked to religious exclusion.
This is a philosophical statement.