"Then we lose nothing"
That's not true. You would've lost all the time you spent practicing a religion that isn't true, and all the money you spent on it, too. If somebody's a devoted Scientologist for 50 years and they die, would you say they haven't lost anything because Scientology isn't true?
"it would be better to believe and find out that it was fake, than it would be to never take that leap of faith, and end up finding out the hard way that it was all real and be condemned to hell"
Wouldn't you have to apply that same logic to every other religion? If that's the case, you should also be a Muslim and a Jew and a Sikh and a Buddhist and everything else, just to be safe.