Praise be to Allah, and may peace and blessings be upon the Messenger of Allah. To proceed:
The story that says that two devils take the form of the dying person's parents and then say to him, “Follow Judaism or Christianity,” is not established by any authentic text from the Qur’an or Sunnah. Some scholars have mentioned that Satan may present religions to a person or tempt him at the time of death, and this is part of the trial of life, because Satan continues to strive to mislead a person as long as his soul remains in his body.
Shaykh al-Islam Ibn Taymiyyah (may Allah have mercy on him) stated that the presentation of religions at the time of death does not occur to everyone, nor is it completely absent from everyone. Rather, it may happen to some people, and at the time of death Satan is particularly eager to lead people astray.
It is established that Iblis said that he would continue to mislead the children of Adam as long as their souls remained in their bodies. Therefore, the Prophet ﷺ used to seek refuge in Allah from the trial of life and death.
The trial of life refers to the tests and trials that a person faces during his lifetime. Among the greatest of them are:
Doubts: Truth becomes confused with falsehood, so a person may see falsehood as truth and truth as falsehood.
Desires: A person follows what his soul desires of forbidden things, such as usury, deception, unlawful looking, drinking alcohol, and other sins.
The scholars have mentioned two interpretations:
First: It refers to the trial that occurs at the time of death, when Satan becomes especially eager to mislead a person. The dying person may be exposed to whisperings, temptation, and a bad ending.
Second: It refers to the trial of the grave, namely the questioning of the deceased by the two angels about his Lord, his religion, and his Prophet. The steadfast believer answers easily: My Lord is Allah, my religion is Islam, and my Prophet is Muhammad ﷺ. Others hesitate and are unable to answer.
The more likely view is that the expression “the trial of death” can encompass both matters: the trial that occurs during the final moments of life and the trial of questioning after death, because both are among the greatest trials a person encounters during this stage.
As for the claim that Satan appears to every dying person in the form of his parents and calls him to Judaism or Christianity, it is not correct to generalize this or assert that it happens to everyone, because there is no authentic text establishing it.
Therefore, it is Sunnah for a Muslim to ask Allah for steadfastness and to seek refuge in Him from the trial of life and death, from the punishment of the grave, and from the trial of the False Messiah (the Dajjal).
And Allah knows best.