What is the sin of the followers of other heavenly religions in not entering Paradise and their eternal stay in Hellfire, despite their faith and monotheism, and the difficulty of changing their religion in their societies?

The environment does not determine a person's faith or disbelief. A disbeliever is punished if the Prophetic proof (al-Hujjah ar-Risaliyyah) has been established against him, which means the message of Islam has reached him in a way he can understand. As for someone against whom the proof has not been established, and he was eager for the truth but was prevented from it, his disbelief is one of ignorance, and he will be tested on the Day of Judgment. However, whoever heard of Islam and turned away from it, his disbelief is one of aversion, and he deserves punishment. No one judges who enters Paradise or Hell except Allah. And a Muslim does not enter Paradise except with a believing soul. So whoever neglects his religion and disbelieves does not deserve Paradise. The hardship experienced by one who changes his religion may vary, but whoever experiences it, his reward is commensurate with his hardship, and we have the prophets as role models. Islam has permitted one who reaches the point of coercion due to hardship to outwardly show disbelief while his heart is content with faith. Describing a Jew or a Christian as a believer is not correct, as they do not believe in all that Allah has obligated belief in.