Catholics have NEVER thought that. For you to even imply that is, creative at best.
Perhaps you should actually experience Mass. Just as research. I think alot of people posting have absolutely no actual experience with a Catholic Mass. Only what they've been taught. Then afterward go to your own service. However, as with a few Protestant churches, there are a few parishes and Diocese that should be avoided. Rochester, Boston and Los Angeles spring to mind.
The answer, the Holy Spirit, the third part of the Trinity, the Advocate that came at Pentecost, indwells in members of Christ's body.