They were born into a Christian culture and became believers because of cultural influences just like Muslims in Iran, or Catholics in Mexico, or Buddhists in Thailand, or Hindu's in India. They know this and yet want to maintain theirs is the correct religion anyway, just like Muslims, Catholics, Buddhists and Hindu's do when faced with this same sociological data. Christians claim that these other religions are man-made ones. But let's connect the dots here. If other people in other parts of the globe have created man-made religions and are persuaded to believe in them because they were raised in their respective cultures, then why is this not also true for their particular sect of Christianity? Why do they think they are privileged to be born in the right time and place when others are not? If there is a God why would he privilege them like this? Why? It's the natural tendency we humans have for thinking we're special, that's why. All ancient societies built temples to their gods which they thought were located directly on the center of the world. This thinking is still being embraced by Christians in many ways for they claim their geographical religion is where God has revealed himself and can be known.
Christians have so many different ways to deal with this problem but none of them has any probability at all when you stop to think. In each and every case their responses will start off by speaking in terms of what is "possible" if an Omni-God exists. Well, well, with that concept of God anything can be solved, now can't it? It's possible that God will save all people, or that God knows what he's doing, or that Christianity is exclusively true despite these sociological facts, or that God knew in advance who would not accept him and simply caused them to be born in those other parts of the globe, or that God will judge all people based upon their good works. Some of these answers are not considered evangelical answers at all and are never used elsewhere except when dealing with this specific problem. You see, possibilities are all they can punt to, not probabilities. And with such a concept of God all things are possible when defending their faith. It pretty much becomes unfalsifiable.
Christians will argue against atheists who point these things out and tell us we are no different. If we had been born in Iran then we would be Muslims too, they'll retort. Yes. Exactly! That's correct. We would indeed. That's how human beings reason. That's what we do. We learn from inside our respective cultures what to think and so it becomes like a box we cannot see for what it is, a box. We cannot see it until we learn to be skeptical enough to step outside to see it for what it is: a cultural box. Again, we are all locked inside a cultural box until we become skeptical enough to step outside it to see it for what it is, a box.
Christians think they have some kind of advantage at this point for they will say we are atheists because of the cultural influences that have shaped us too. That is true to some extent, I don't doubt, because as human beings we all are heavily influenced by what we experience in our social group. But this is the point I admit. Christians do not admit this fact at all, and it is a fact--a fact that if they were consistent and applied it to their own faith would cause them to abandon it. Instead they merely pass the buck to the atheist as if doing so solves their own problem. It doesn't. That's why I argue the default position is agnosticism. I would be more than happy to meet Christians on this ground because the facts lead us all there.
Christians ought to learn about the influences in their lives that cause them to believe as they do. They should study a bit of psychology and anthropology that describe how we think and how foreign other cultures are to one another. I think doing so will cause them to be skeptics. For skepticism is an acquired trait through the process of learning about these things. Doing so will cause Christians to begin to see their own inherited religion as the box it is. I'm a skeptic in part because I have learned through the sciences that I should be skeptical. Skepticism is therefore an acquired virtue. People who are unaware of the cultural influences that shape their thinking have not yet developed this acquired virtue. It requires a certain distance from ourselves and our cultures. But only through skepticism can someone see the cultural box as a cultural box. Until you have the courage and the will to be skeptical, you don't even know you're in one.