Monkey1: "I think we are being observed by humans"
Monkey2: "Do you have any evidence?"
Monkey1: "No, they are concealing the fact that they are observing us"
Monkey2: "What an obvious con!"
Reality: Humans were indeed observing the monkeys but were actively concealing their presence so the monkeys don't act differently, thus preserving their natural agency.
Reality: God is observing humans but actively conceals his presence so the humans don't act differently, thus preserving their natural agency.
> "You have to believe me but I can't prove it to you because proof would defeat the purpose"
I never said that. You can either have anecdotal evidence in this life or irrefutable proof in the next. Said evidence will never come from another human; it will always come from God. If you seek proof, seek God and he will answer you in a way you recognize.
I agree with you that religions fall on a spectrum from evil to obvious con to beneficial to essential. There is only one true church of God, which means on average (given thousands of religions), a random church has a good chance of being on the lower end of the spectrum.
But that's why you need to seek God in private, without the influence of other people and let him first convince you of his existence, and then guide you to his church. If you do so earnestly and come to the conclusion God doesn't exist; well, you've done all a reasonable person can be expected to do.