The problem with your reasoning is that you are approaching this from the perspective of somebody who is already a Christian. You can bet that there are also Muslims who are asking how it can be that the Jews and the Christians do not believe that Muhammad was the messenger of Allah, since the truth of this idea is so obvious to them. There are probably also Jews who ask how Christians can possibly believe in Jesus, and there are certainly atheists who wonder how any of us can believe in anything at all.
I do not think that anybody has ever truly been convinced to believe in any religion based on evidence or rational argument alone. Take C.S. Lewis, for example: Jesus was bad, mad or the Son of God (or, liar, lunatic, or Lord). True, the gospels do not portray Jesus as evil or mendacious. Nor do they portray him as somebody who is psychotic. However, there are actually two logical conclusions that may be drawn from these premises with equal validity: either Jesus was God or the gospels are works of fiction. Similar with the ontological argument for the existence of God. If you are a believer already, it will seem obvious that there must be a being than which no greater can be conceived, because this merely confirms what you believe already. If you are not a believer, however, this is no more than a pious word game.
Of course, a small number of individual Jews will become Christians, just as a small number of individual Christians become Muslims or Buddhists. But there is no evidential or logical reason why the Jews as a people would be likely to become convinced of the claims of something that to them is simply a false religion.