It's not really "we think we're lucky or better than anyone else" hell we actually believe that God is a God of fairness that doesn't value one person over another. Ie. "We are all his children and he loves us equally" is a core belief we hold. And as apart of that belief, we firmly hold it true that God will ensure that all his children who lived or died without hearing his gospel will have the opportunity too.
I'm going to question this a bit if you don't mind. Doesn't the LDS church teach that there are different "degrees of glory" and only the followers of the church's faith can reach the celestial kingdom? Yes, there's exception for those who haven't heard, but those who have and didn't follow the teachings are left out, even though there doesn't seem to be anything different about proofs of faith provided by followers of the LDS or any other religion. They seem to be the same veracity as followers of any other religion.
And I also tend to lean towards a lot of Buddhist tenants myself btw. The concept of a state of being called Nirvana, that life is suffering (Though I know that's not exactly what he said) and a few other ideas they hold I agree with.
Yeah, I think it's great to learn about other religions so we can take pieces of them that help us. Even if I don't believe any are any more likely to be true than the others, there's "truths" in all of them that apply whether you follow the faith or not.