The Arabs before Islam believed in the same God, Allah. They knew He existed and they did not take Him as an idol like the rest of the idols they worshiped. Their paganism was a lot different to that of today. They knew that Allah is the Lord. So why are they not Muslims? Because they were worshiping idols. When asked why they worship the idols? They would answer because these idols will get them closer to Allah. Also in this video, Dr. Yasir Qadhi speaks about the birth of Prophet Muhammad (SAW).