The great souls or free thinkers get onto many routes to understand the intricacies of that particular path. Then later one by one, rejection starts of those paths due to various reasons best known to those souls. This doesnt mean, one can be labelled to belong/limit to one particular religion.

It is great to know that different religions want to have Guru Nanak Dev ji belonging to them. If some one says 'He was a muslim'. I tend to correct this incomplete statement by saying 'Yes, He was a muslim, but for a short time during his quest to know the supreme power. After realizing the futility of some aspects in Islam, best known to Guru ji, he left it for better ones, which later gave birth to sikhism'.
Reference:: Sikh Philosophy Network http://www.sikhphilosophy.net/sikh-sikhi-sikhism/605-baba-nanak-and-his-islamic-chola.html

I beg for pardon if this creates any offence for our learned sangat. 'Muslim' is word taken as an example only, and not to tarnish anyone. If you feel so, I can change the wording to make it neutral looking.
Reference:: Sikh Philosophy Network http://www.sikhphilosophy.net/showthread.php?t=605

Thanks.