Actually, if you read what he said about himself, as opposed to what people said about him years later, he didn't start a religion at all. He claimed to be the Jewish messiah.
YES!!! He did not come to start a new religion but to clean up the old one and offer God's people an opportunity to become "a kingdom of priests and a holy nation" as God had promised. But the conditions of the contract (covenant) were that Israel was to "strictly obey" God's voice, through his prophets. Jehovah lived up to his end of the agreement, but the Jews could not resist falling into the trap of false worship and man-made tradition.
Jesus told them what would happen because he could see their response to his ministry. He lamented....
"Jerusalem, Jerusalem, who kills the prophets and stones those who are sent to her! How often I wanted to gather your children together, the way a hen gathers her chicks under her wings, and you were unwilling. 38 Behold, your house is being left to you desolate! 39 For I say to you, from now on you will not see Me until you say, ‘Blessed is He who comes in the name of the Lord!’”
When Israel failed to fill the ranks of the kingdom heirs, God turned to the gentiles to take their place.
"Simeon has related how God first concerned Himself about taking from among the Gentiles a people for His name."
God's people have always been associated with YHWH (Jehovah)
Personally, I'd say there are two kinds of religion:
1. Paganism, which grew up naturally throughout the world, as people reacted to their religious experiences.
2. Invented religions, produced by people who thought they'd have a revelation (e.g. Muhammad) or who thought they knew better than others (e.g. Buddha). There are about a dozen of those and, since they all contradict each other, only one could be true. That means that the odds against any of them being true are worse than 10 to 1.
Are we left to flounder then, as so many seem to be doing? NO!
There are only two kinds of people in the world according to Jesus..."sheep and goats" one will gain life and the other death. We choose what road we travel...there are only two of those as well, same destinations....so how we make our choice comes from who we really are. Either we will be invited to come to God or we will not. (John 6:44)
God is choosing the citizens of his kingdom very carefully....none who are stubborn, selfish or who want to dictate their own terms (like satan) will be found there. It's really that simple. The easiest people on this planet to fool is ourselves. God knows who we are and whether he wants us in his kingdom. Sadly the majority are on the wrong road and will disqualify themselves. (Matt 7:13, 14, 21-23)
Who can they blame?