This is a great question. I'll probably echo what's already been said but the ultimate reason why I went Christian again was that I experienced a personal relationship/connectedness to God through Christ that I never had experienced before.

You are right that God is present in everything but yet there still remains a gap or a gulf between us, limited finite beings, and the transcendent infinite absolute being of reality and creation that is God. We, by our very nature, yearn for a way to experience or return to God in some way in our mortal lives. God gave us Christ and He bridged the gulf for us in His life. And through Christ we can attempt to bridge that gap ourselves.. at least as much as we can as limited finite beings. That's the power and appeal of Christ.

The only other religion I considered seriously was Judaism. For me, Judaism lacks that personal way to bridge the gap between the finite and the infinite. Maybe I didn't research Judaism enough though. Plenty of people find a connection to God through it. My suggestion is to take a break from reading (even Scripture lol!). Be with yourself.. sit with God.. feel God in your heart.. reading will only get you so far. You will not find a total rational reason for Christ. This is both part of His appeal and a hurdle, as you've noted, depending on how they look at it. I, personally, would be suspicious of a Messiah I could fully, rationally understand. That doesn't reflect my concept of what God is. Personal interaction with the divine will bring your truth out whatever the religion (or lack thereof) you decide on. Or at least I pray it does.

In times like these, I like to remember that Israel means "One Who Wrestled With God."