It is always up to the person to decide. People find their own reasons as why to change faith.
In my opinion what matters is this. You ought it to yourself to search for the truth. You will need to be as neutral as possible when you study other faiths and you oughtta try to look at it the way they see it. I believe this is how you understand other people's faiths.
As for marrying four wives in Islam, yes it is allowed but it is also restricted. I'm not trying to be rude here, but I recommend you search for it before you put a statement like that which may seem offensive to others.