There are plenty of means to explain it, if looked upon by a less provincially-minded Person of any of those religions. Their deity could have been interprited around the world in different ways, especially since some of the core beliefs (At least to my knowledge, those of Zorasterism, Islam, Judaism and Christianity) all resemble one another. I recall the Simpsons making fun of the Christian Novels "Left behind" and in a movie of their paraody which Homer and his kid's watch, a Buddhist Monk is lamenting during the Rapture that he thought "All religions were a path to the one god" or something along those lines.
They say it is not a miracle of Vishna or Ahura Mazda because obviously, they do not believe in those beings. To them, Ahura Mazda may be a misinterprited (In their eyes, at least) notion of their God, just as Islam might see Allah as the correct notion of the Christian "God". They wouldnt' say Vishna, because to the untrained eye, Hinduism is Polytheistic (As I recall, its not, per se. I think all their 'gods' derivate from a Brahma or Brahman, which makes it somewhat Monotheistic). Regardless of why, they simply say it's a Miracle of Christ or Christianity's view of God because that is their own provincial view.
You could perhaps compare their belief that Christianity is the 'correct' religion with just about any other religion, because the most of them do follow in the same idea. I guess it's like different scientists trying to dispute their theories on life beyond earth. With no solid proof, it really relies upon your own feelings and interpritations of the subject. A large amount of Christians believe theirs is the right religion, as I'm sure Hindu's or Buddhists or Muslims might. We're just amidst a large number of them (Most of us, at least), so we are witness to their belief the most.