Well, some must be because God tells us He will not lose any of His sheep and that He will bring them safely home.
Men are known by their fruits. I prefer the fruit of the Reformed faith which, to me, is most faithful to Scripture and most clearly articulates God's revelation of Himself and reassures us most mercifully of our acquittal before God by the finished work of Jesus Christ upon the cross.
Those first two words capture the essence of Protestantism: "I prefer".
You go where the 'leaders' believe and teach what is most faithful to what you think Scripture says.
You are your own authority. If you didn't agree with the Reformed folks, you could just go on down the street to the Anabaptists, or up the street to the Lutherans, or just start your own church in your living room. In this way, Protestantism is Church of Self.
-A8