Christianity and Judaism are perfectly legal in Qatar as they are both Abrahamic faiths. With regard to Hindus, it depends on what you regard as practicing their religion inside their own home. The government does not release statistics on deportations, so it is hard to say if your experience is indicative of all of Qatar. They certainly cannot worship openly without risking deportation. Christians on the other hand, typically receive public well wishes on Christmas from the Emir; just as Christians should wish their brother and sister Muslims well during Ramadan--signs of mutual respect and recognition of the closeness of the two faiths.