If you are agnostic it may be beneficial to search and try new religions. Agnostics beleive in a higher power but they just don't see a true religion. It is possible they haven't found a true religion to believe in because they haven't found the right religion yet. Trying new religions will help this.
Yes, agnostics should continue trying new religions, because if a person believes there is a God, they should spend their life trying to figure out what we are here on earth to do. Agnostics have a lot of unanswered questions, and most of them are wondering why God does not show His presence in the world in a more overt way. They should answer their questions to find peace.
I am an agnostic myself, and I do not follow any specific religion. There is no perfect religion, or belief system within a religion. I do not believe that God would of created so many different religions to follow him. While I do believe God does exist, I believe religion was created by man. I believe the Bible is just stories, and so many gospels were left out of the Bible because those who put it together did not want certain things mentioned that did not adhere to the beliefs they had at the time.
Agnostics have made up their mind about religion and they should not be forced to try anything new. It is insulting to suggest that just because some is agnostic right now, they will necessarily convert to some other religion in the future. Being agnostic is a perfectly legitimate way to live.
Agnostics don't need to continue trying new religions because they don't believe in Christ or another being. The fact of the matter is that they belong to a "religion" just for the sake of not saying that they are Atheists. They should simply continue calling themselves agnostics in this day and age.