There is no issue with studying the Islamic faith. All of us should do so. However, we must keep something in mind when we do.
If Islam is inspired from God, Christianity is wrong. If Christianity is wrong, there is no reason to accept anything in the NT. If the NT is trown out, there is no reason to accept that Jesus lived at all. If Jesus did not exist, Islam cannot be right about Jesus. IF they are wrong about Jesus, Islam cannot be inspired by God.
If Islam is right, Judaism has been corrupted. If Judaism has been corrupted, there is no reason to accept the OT. IF the OT is thrown out, the claims made by the Qur’an about OT figures are fictional. IF that is the case, Islam cannot be right.