There has been houndreds of gods and religions if not thousands through time... but non of them are real, only yours... right?

Hi guys.

I know i can get a lot of hate for this post, but i'm still going to post it. Im doing so, in a quest to understand religion, especially Islam.
I live in a tiny country in europa, named Denmark. We get a lot of fugitives from Syria, Irak, Afganistan and so on. These people bring with them a new culture and a ton of problems. I do ofcourse understand that many of them are victims of war and they have been raised differently they us in EU, but this should be a barrier for them to be integrated. We are so blessed here in our little paradise, so we have enough to give everyone ALOT of free stuff.
No one have to pay to go to the hospital for example. You get free psykological help if you are a victim of war. No one has to live on the street or go to bed hungry. We have all these goods, due to the worlds highest taxes. This means that our state and community can take care of everyone.
Now to the point where I loose my understanding: Many of these fugitives and immigrants, see it as their right to exploit our community and our kindness. They see us as heretics and preach hate towards us even though we give them everything.
I can barely describe how sad and fustrated this makes me. This is why I'm trying to get a hold on why on earth people come to belive they can treat other people like this? How can a person hate another person like that, even though they pay half their income to take care of them? This has to do with their religion. which brings me to another question and now i know I'm gonna poke the bee-hive, but how can people belive so much in a story someone told thousands of years ago? I mean, I'd realy need a very good reason to hate someone who saved me and my whole family, but in this case its a thousand year old story?? This is just beyond my understanding.
I think its fine that people want to belive in something. People can belive whatever they want, but if you can despise people you have never met before, and even though they are protecting you and your family and taking care of them all, then i dont think its fine anymore. This is want i want to change so i can find peace. I know i have to get used to them, so i realy need to get a understanding for their behavior. What do you think? Are we to soft and stupid to let them exploit us like this? Or are we just right?