EssentialChristians do not disagree on this

Isn't it arrogant to say Jesus is the only way?

It would be arrogant — if Christians had invented the claim. But it's Jesus' own: no one comes to the Father except through Him. Every faith makes exclusive claims, including the claim that all paths are equal. The question is not which claim is humble; it's which is true. And an open door that cost God His Son is not arrogance — it's rescue.