If Krishna is the Supreme Being, why isn't he mentioned in other religious traditions or scriptures?
The concept of the existence of a Supreme Being is common to all religious traditions. That the Supreme Being is a Person is also a common notion, but exactly Who that Person is and what He does—when He's not creating this universe or interacting with people of this earth—is most comprehensively spoken about in the Vedic writings of ancient India.
Qualities such as honesty, tolerance, mercy, austerity, nonviolence, charity, faith, and cleanliness are valued in all religious cultures, regardless of denomination. This sense of shared values suggests that the source of all religions is the same Absolute Truth, since religion itself refers to laws given by God and meant for governing human behavior. People's concepts of God may differ from culture to culture, but the source and aim of religion itself—the Supreme Being—is in fact the same Person.
The Supreme Being reveals Himself selectively, according to time, place and circumstances. In the Bhagavad-gita, Krishna says that he doesn't show Himself to everyone; only to those whom He trusts aren't envious of Him. Envy of God, wanting His position for ourselves, is the underlying symptom of everyone's consciousness in this material world, which is often compared to a correctional facility for those who are averse to Krishna's supremacy. Krishna has His reasons for remaining personally aloof, just as a President doesn't habitually walk the halls of all the nation's prisons.
The fact that Krishna's name or descriptions of Krishna's form or personality don't appear explicitly in each and every religious scripture of the world doesn't suggest that Krishna is the property of one tradition and not others. Nor does it indicate that His personality is fictitious, or that He's merely one culture's idea of God. Different scriptures are meant to facilitate differing levels of interest in God. Many are satisfied to simply follow God's laws insofar as such lawful behavior enables them to pursue their independent aims without fear of punishment.
But for those who are genuinely interested in the Supreme Being Himself—His activities, His personality, His interactions with His pure devotees, His spiritual form, and so on—Krishna has arranged that a wealth of information is available, especially in the Srimad-Bhagavatam, which describes Krishna's many avatars, devotees, and His own transcendental activities.
It may be that Krishna Himself doesn't appear in so many other spiritual teachings because the significant teachers within those traditions were simply presenting as much information as was available to them in a way they felt would be most easily understood and applied by their followers. Srila Prabhupada, who wrote translations and commentary on most of the Vedas' major books on devotional service to God, bhakti-yoga, referred to the Srimad-Bhagavatam and Chaitanya Charitamrita as "post graduate scripture," meaning that very few would have interest in or be able to understand such detailed discussions of the personality of God. But it certainly makes sense that such writings should be at least available to those interested few. Our aim is to make them available to everyone.