Good question. Look at Matthew 7:21. “Not everyone who says to me ‘Lord, Lord,’ shall enter the kingdom of heaven, but he who does the will of my Father who is in heaven.” So, a confession of faith is not enough. You may say “I do the will of God,” and I am sure you do. But look at 1 Timothy 3:15 “if I am delayed, you may know how one ought to behave in the household of God, which is the church of the living God, the pillar and bulwark of the truth.” So now, we must think of the Church as needed to retain and teach the Truth. If this is true (and it is in Scripture), then part of God’s will must be for us to be in a church, the pillar and bulwark of truth. There are many, many other verses about the importance of the church. Depending on the specific question, I can tell you more.
Ok, so we see that we need not only to confess but to also know that the Church holds the truth. Which church? There is where this gets long. By our faith, the church should be One (unified in Faith and belief), Holy (founded by Christ, reflecting God), apostolic (tracing its roots back to the first Christians), and Universal (present in all lands, all ages (Catholic)). So, the church must teach the faith of Christianity. The church must hold to the teachings of Christ in the Bible. The chruch must be able to trace its foundings back to Jesus himself, otherwise it is not his church. Finally, the church should be a reflection of all Truth, not some, stable in teaching though the years to all people. There is only one that satisfies these: the Catholic Church.
This is a very simple statement. I can expound if asked. If one knows that the Catholic Church represents the fullness of truth as set forth by Jesus, the question is not why the church, but how can it not be.