Well, David has a good point but, if one leaves it soley on pride I think you miss a whole lot.
With some people it is scince pity. I know that Seventh-Day Adventist have this thing where the Pope is the Anti-Christ and the Catholic Church is the Whore of Babylon (and there are various other Fundamentalist and Protestant sects that hold to this idea) and see the Catholic Church as a true evil (no egos invovled).
Others think that there are serious problems with the Catholic Church such as coffesion, the pope, the nature of baptism, Mary, and so on and that we are likly to go to hell.
Olso some people are just plain cometive in a freaky way. They say they have the truth and want to go up to eavryone they can find that disagrees and pound it out in a footballsy way to some them otherwise.
But, I think a lot of it is, Just like StcsDavid said, Pride.