You got it slightly wrong... confirmation bias definitely applies to experience and particularly your interpretation of them. Even if your experience was real (it wasn't), you'd be inclined to apply the same interpretation to someone else's experience, independently of their opinion. This is the way to madness and yes, a lot of religion is confirmation bias, suggestion, cultural influences, submitting to long-standing traditions and social proof (if millions believe it, it can't be wrong right?)
Exactly what is your experience with other Gods that led you to reject them? Did you study other religions and concluded that fundamendalist Christianity was the best choice you could have made? Of course not, you just had a wake-up call in the form of a health emergency and returned to the faith of your family, which was always in the back of your mind to some degree, even while your were "sinning".
Yet we aren't believers because we agree with someone's else similar experiences. We're believers because we each experienced the reality of God in personal, tangible, divine ways.
We confirm that we are brothers in Christ because we both adhere to scripture appropriately and know the reality of the Holy Spirit within each other.....nonbelievers have zero understanding of this.
God told us very clearly there are no other Gods and because we've experienced the tangible reality of God in our lives we know there are no other Gods. We don't have to go chasing Zeus, Allah, Mithra, Horus, etc......we can have absolute confidence they're false because of the truth of the one and only God.
Some believers have undertaken that pursuit, but I didn't need to....I went to the source and that was all I needed. I share that with others today.