If God is so good, why has there been so much persecution in the name of religion?
“Of all tyrannies, a tyranny sincerely exercised for the good of its victims may be the most oppressive. It would be better to live under robber barons than under omnipotent moral busybodies. The robber baron's cruelty may sometimes sleep, his cupidity may at some point be satiated; but those who torment us for our own good will torment us without end for they do so with the approval of their own conscience." -C.S. Lewis
The Link Between Persecution and Doctrine
There are doctrines within many religions that lead to persecution. Particular doctrines are the problem, not religion itself. The following is a chapter from Thomas Talbott's book, The Inescapable Love of God, which looks at a particular doctrine within Christianity which led to much persecution in Europe. A Legacy of Fear and Persecution. (If you're a Christian and you'd like to look into this doctrine more deeply I highly recommend All You Want To Know About Hell by Steve Gregg; particularly the section entitled "Preliminary Considerations").
Some say that believing that there is only one way to God is dangerous; it can lead to violence and persecution of non-believers and heretics.
They are right. It can. But it will not lead to ill treatment of unbelievers and heretics, if the person who believes there is only one way to God, also believes they should love those who disagree with them and that those people should be allowed to express their opinions in public.
Is believing that all roads lead to God a problem for society? It can be, if that belief is accompanied by the view that those who say there is only one way to God, should not be allowed to express that belief in public. Such a view inevitably leads to persecution.