I'm always weirded out by this because... I mean, from my perspective it's a made up deity anyway, so the idea that they're all worshiping the same one seems a bit needless to me, like nerds trying to reconcile stories from different authors into the same canon.
It's not like they concede that any other deities or metaphisical constructs are more real just because they aren't nominally based on the same entity. These are all exclusive, monotheist religions.