The three big ones, Christianity, Islam, Buddhism, all send out missionaries to convert other people to their religion. Why don't all religions do this? Why are there no Jewish missionaries? What keeps different religions from developing a "all people can achieve salvation if you join us" theology? It's not just religion; dying cultures can be kept going with converts, but not all groups are convert friendly.
Not all religions emphasize conversion. Judaism, which you mentioned specifically, explicitly bans proselytizing and has for thousands of years. Jewish theology takes the stance, more or less, that what the Jews believe is true and correct regardless of whether everybody believes it. Further, it sets out a code of laws, the Noahide Laws, that the non-Jewish world is to abide by.
For more on the Biblical reasons for this, see, for instance, this discussion or this one.
As for what has kept Judaism holding to that teaching for so long, I can only speculate (and won't ;) ). Hopefully others can answer.