Salaam from a newbie.
I truly believe that it is a never ending thing to seek the truth. As such we must be prepared for the journey. Ready or not, it is a journey we have to take.
We have to start with ourselves, before we question Allah. We have to accept that Allah IS Supreme in everything. HE is the best of planners. Islam has multi dimensions and it all fits in very well if you have the right intentions.
When a specific question like this comes along, we have to accept that it is related to the over all grand scheme of things that Allah, the Greatest of Planners, has devised.
This is my understanding of the 'evolvement' of religion. Correct me if I am wrong. Won't go into too much detail but will keep it brief.
First, as muslim we believe that all the 'kitab' originated from Allah, and Ibrahim (pbuh) as the father of religion due to his personal quest to seek the One True God in a pagan world.
(Fast forward some centuries or millenia)
The Jews during Egyptian times believed in the God of Ibrahim and did not accept Pharaoh's claim to be God. Hence they were the chosen people (then), favoured by Allah for their belief in HIM. However, the arrival of Moses (pbuh) with the Torah was just too much for the Jews to take in after generations of self rule. They rebelled! They went further to alter the Book to suit them.
David (pbuh) brought the Psalms or Zabur, a lighter message to remind people to appreciate, love, be thankful for the blessing bestowed upon them by Allah.
Essentially, the Torah taught 'to do unto others what you expect others to do unto you'. If you don't want to get slapped, don't go slapping other people. It was a guideline how to live your life. The Zabur taught you to praise Allah, give thanks to him (although most of the teachings are now lost).
Over a period of time, when the Jews finally completed their compilation of the Torah, Jesus (pbuh) was sent to correct them, we all know what happened then. What was new in the teachings of Jesus? Essentially, it was forgiveness. The 'eye for an eye' of the Torah script lead to vengence and would never end for those who felt that it is their right as provided by their law. In accepting Jesus' teachings, generational feuds could be put to an end.
Of course when the Romans decided to take Christianity as their official religion, they adopted a particular sect within the faith that reflected their previous belief in multiple gods, so to choose a 3 in 1 fitted the bill ever so perfectly. They also chose the Catholic system as it had the hierarchical system of control well suited to their style of governing. All other books were systematically destroyed.
The arrival of prophet Muhammad (pbuh) brought the Quran. To recap, the Zabur reminds us to glorify, appreciate Allah, the Torah gave us the mechanics of conducting life, the Bible taught to to forgive, and once humanity could grasp these quaint concepts, the Quran guided us on how to live in a community. How can we live in a community without these basic human ingredients? Hence completing the message.
Unfortunately, the Jews rejected Jesus (pbuh), his followers ended up creating a new religion. Likewise, when they rejected Muhammad (pbuh) Islam became a separate religion. So we now have 3 religions that was supposed to be only one.