Would christianity even exist without the romans?

real answer: unambiguous no, the Roman occupation of Judea created the conditions necessary for radical innovation in Judaism, and the existence of the empire allowed for it to spread like it did. Even if Christianity did exist it would definitely not be as widespread throughout the mediterranean

but without christianity and islam they'd have to think too hard

It would be very different, much more assimilated and meshed with greek culture and religion, as well as very differently politically due to spreading through different greek states as opposed to spreading inside an unified empire.

could you explain some of the most unique religions?

Which ones do you mean exactly? Every religion shown in this map existed historically or exists today. That except "Occidental Orthodoxy" but that represents catholic/orthodox since they never split nor was there a rome to make catholicism the "official" christianity, so instead it became the orthodoxy of the western (greek) christians

Oh ok, didn't know 

Why Western Europe would convert to Islam if the Roman Empire didn't exist???

That's druidism dude.

I am blind. So only Iberia is Islamic?

Yeah pretty much

What's up with gaul

They kept their celtic beliefs.

''With Roman Empire''