Why is that? Why does Paganism has to be replaced by one of these type of religions you mention? I am not questioning your post: in OTL Paganism was usualy replaced by these types of religion (not only in Europe). I just one to know why do you or other poster think that happened.
Well, as others have pointed out, partly its a matter of political benefits and support.
But also, 'higher' religions really do have more appel to people, especially when they start settling down into communities and cities. If you look at the Greek gods or the norse, for instance, they were basically barbarian warbands in the sky. They have far more in common with comic book superheroes than with what we think of as 'gods'. If they succeeded at 'pulling a Hinduism' (à la pulling a Meiji), they would, like Hinduism, CEASE to be paganism, and become a higher religion.
Hinduism had the advantage of a long history, constantly evolving substrands, and competition with Buddhism, one of the earliest higher religions, which pushed it to become more sophisticated.
Unfortunately for European paganism, by the time of the Roman empire youve got a horde of competing religions that 'work' for people much better than paganism. Isis, Mithras, Magna Mater, Yahweh, etc.
The Romans attempted to create such a religion consciously with Sol Invictus, but that was too little too late.
Someone did a tl where European paganism did go the Hindu route, but the pod was early enough there was no roman empire, and the whole thing pulled itself together with greek philosophy before all those nascent monotheisms had spread.
Note that the concept of 'higher religion' is not purely a European Christian based concept. It is very closely allied to the 'people of the book' status that Islam grants.