Buddhism is not a monolithic faith, but an exceptionally
excellent educational system which is capable of wide variation and
is adaptable to most, if not all, circumstances.
So I think it is really ok for people to study about Buddhism,
regardless of their preferred choice of faith.
Other faiths is about Father and Son relationship.
Interestingly, Buddhism is strictly a Teacher and Student
relationship. Hence, there shouldn't be any problem of people from
other faiths, to explore and understand about this amazing
spiritual tradition. They can still keep and maintain their faith,
no problem.