You have to realize that Jesus came for everyone not just “me”. When somebody says I can go straight to Jesus in a way that is being egocentric. Yesterday’s reading from the Gospel was from John 20:20-23, and I’m paraphrasing here, Jesus says to the apostles on the day of his resurrection, whoever sins you forgive their sins are forgiven, whoever sins you don’t forgive their not forgiven.
You have to remember that in Matthew 16:18 when Jesus tells Peter, and on this rock I will build my church, whatever you bind on earth will be bound in Heaven and whatever you loosen in Earth will be loosed in Heaven; and in Matthew 18:18, Jesus says if your at fault with your brother take it to the church. What Jesus is basically telling us that, yes we can always pray to him and speak to him whenever we want, but he has set up an institution to carry the message, his word, to do what he wants it to do. In this case forgive sins.