I think most don't, and even in Judaism it's the more ethno-nationalist (i.e. Zionist) adherents that believe it. Christian nationalists and evangelicals do, but I don't think Protestants or Catholics do. And outside of Abrahamic religions, like Hinduism, at most it's kind of a "we're right you're wrong but idgaf", unless again you're getting into Hindu ethno-nationalism, but then the religion is just an excuse for facism and genocide, which brings us back around again.