Big doubt about the life we are living

I have a very big doubt, and Astaghfirullah for even thinking about it. I am asking this only to understand why we are living, not to doubt Islam.

As I understand, the world has been written by Allah from the beginning. From the time Allah sent Adam (A.S.) to the earth, all the incidents that happened in the past and those that will happen in the future are already known by Allah. Many events about the end of the world are mentioned, such as Yajooj and Maajooj, Dajjal, and how the world will end.

My doubt is this: Alhamdulillah, I was born as a Muslim and had the chance to learn about Islam. But many of my brothers and sisters are born into other religions and follow their paths.

If everyone understood Islam and accepted it, then the world might not unfold the way it is described in the hadith about the end times. It sometimes makes me think: does Allah allow other religions to exist so that the world continues according to the plan?

This leads to another thought: why did Allah send me to earth as a Muslim? What if I had been born into another religion? Why did Allah choose me to be born as a Muslim while many others were not?

Sometimes these thoughts make me feel strange and confused.

I am sorry if this question is wrong to ask, and A’udhu billahi min ash-shaytan ir-rajim, but these thoughts sometimes come to my mind and I want to understand.