The way I see it some people did not wanted to be part of the Catholic church so they became Protestants. Also other denominations began to grow and now we have quite too many denominations. Because of all the divide between religions, including non christian religions like Muslim, Mormons, Jews ext... some people do not know were they belong. This is causing many people to claim a basic general statement.
To belong to a religion is to belong in a community of believers. This community makes up the church which we all know it is not a location. The church is mention many times in revelation, there are many churches mention but they are not different churches, they are all one church with the same beliefs. Some stayed the path others began to steer away. We all have faith, religion makes us the bride of Christ.
A great quote from St Augustin:
"Understand so that you may believe, believe so that you may understand"