Perhaps because, depending on the demonination, most Protestants don’t even consider marriage a Sacrament.
Ding ding ding! We have a winner! For a Sacrament to be valid, it must be done with the proper intent. Baptisms are considered Sacramental almost universally, so the Church recognizes that the proper intent was present. Marriages, however, are not recognized as a Sacrament in most Protestant denominations, so the proper intent is impossible.
Now for people who are completely outside of the Church, the Church gives the benefit of the doubt, because non-Catholics can’t be expected to go to the Catholic Church for a Sacramental marriage. Since you were Catholic, however, you had an obligation to go to the Church for the Sacrament, and that obligation wasn’t fulfilled. In other words, it has nothing to do with your husband’s church not being good enough, it has everything to do with you, as a Catholic, dodging (unintentionally) the proper Sacrament. The Church doesn’t require that you go through the full marriage, but rather that you get a special validation of your marriage to demonstrate that you, as a Catholic, DO accept the Sacramentality of Marriage, which you were obligated to accept before but were absent from the Church.
It’s really not a big thing, and once things are convalidated I don’t think you’d have anything to confess given your ignorance of the rules at the time. You haven’t been commiting any mortal sins, though how you choose to behave NOW might be considered sinful, depending. You won’t have to go through the whole marriage ceremony again, just a small thing to ensure that you accept the Sacrament of Marriage (which Protestants don’t accept). Others more knowledgable will be able to give you more info. Good luck and God bless!