This is an ambiguous question, so not sure how to answer. Each religion has formed differently over the course of human history.

Since this is a vague question, a crude answer would be that religions tend to evolve over time due to local practices and interpretations (excluding the reason why a religion forms in the first place).

Here is an example between Roman Catholic and Eastern Orthodoxy. An overarching answer is that Roman Catholicism took a more legalistic view of Christianity and the Eastern Orthodox took a more mythical view of Christian. Roman Catholicism is very...focused on ethics and lectures of right and wrong (sins) that stem from Rome's legal code. Eastern Orthodox is focused on how mass is performed and the worship itself. For example, everyone in an Eastern Orthodox church sings constantly and people are expected to. They are also big on the laying of hands for bringing in new priests, which they argue proves they are an unbroken chain since the founding of Jesus and his apostles. Roman Catholicism has more of a focus on the teachings

In further detail (there are many as they have had 1,000 to form), the two main difference is on the Filioque and papal authority. The Filioque issues arises from the Roman Catholic's addition of Jesus in the progression of the Holy Trinity, whereas the Eastern Orthodox says it should just be God. It stems from the The Nicene Creed where all Christians gathered to form the dogma of Christianity. There is the agreed upon version among all Christians and then the originating from Pope Leo's writings of (the guy who turned back the Huns, but more importantly laid the foundation of Papal authority and prose of the church. He's a big deal) of "And in the Holy Spirit, the Lord, the giver of life, who proceeds from the Father, who with the Father and the Son is adored and glorified." Basically, Eastern Orthodox says you can't break up Jesus and God into two equal entities, as they are one. The Roman Catholics say no because he was consubstantial, which means Jesus was associated and identified with God but not God.

Papal authority (the Pope) is pretty straightforward. Eastern Orthodox is more of a confederation where each group can come together and agree on interpretations but to each his own. Constantinople does have higher status, but it's more ceremonial.

Now you get into Protestantism, which rejects the Pope but still had the legalistic view. It then further breaks down among multiple lines.

Let's not even get into the foundation of Judaism (Old Testament) leading to Christianity (New Testament).

The bottom line is that local interpretations and practices influence religion. However, these changes happen over centuries or millennium, so we don't really notice them. The Great Schism between Roman Catholic and Eastern Orthodox wasnt until 1,000 years after Jesus. Imagine erasing all of history from today to The Great Schism and then figuring out how many generations that makes to get the picture of how long of a time that is. You'd have to go back 600 more years before Islam existed to see the root causes of the Great Schism. However, religion inspires strong emotions and eventually it builds up and events happen that lead to sects.

Tldr: because.