I can't vouch for the other religions, but in Christianity, there are no esoteric inner teachings.
I can assure you that Esoteric Christianity exists. These Esoteric Christian Teachings are Gnosticism, Theosophy, Mysticism after the Essenic Tradition.
If you need proofs, just google Peter Deunov (Beinsa Douno) and Omraam Mikhael Aivanhov, just to mention a few... there exists also other schools of initiation after the tradition of Esoteric Christianity... believe it or not...
what gives you the idea that Esoteric Christianity doesnt exist?
best wishes from Switzerland