Well, then many, many folks are under a huge misconception and have been misled. Because the image of a congregant standing up in front of his Christian Preacher and fellow worshippers and repenting of his sins to all of them has long been seen portrayed live on TV and in movies, and, of course, in person. Hmmmmm. If indeed he can go straight to God, and we all can, why does he need to stand up and testify? Of course, it's because we are human. We need to 'get it off our chests'. And a key element with any public or private confession is that there is purpose of amendment, that we 'go and sin no more'.
And Catholics aren't the only ones who have a sacrament of Confession. The Orthodox and Episcopal churches also have a rite of Confession, where a penitent confesses privately to a Priest. Have you, then, forgotten to include them in your thoughts on whom you feel does or doesn't understand God? Again, your bias seems to be only for Catholics. We approach Jesus through the Priest privately (as opposed to publicly in front of the entire group) to express our sorrow for our sins and purpose of amendment and be cleansed of them. Just as the New Testament is filled with stories of people approaching Jesus and asking for help. And, remember John 20:22-23 - When he had said this, he breathed on them; and he said to them: Receive ye the Holy Ghost. Whose sins you shall forgive, they are forgiven them; and whose sins you shall retain, they are retained.
As far as I know, the Protestants haven't decided to remove the First Epistle of Saint John from their translations of the Bible. So, if it's still there, perhaps you should read it because the first three chapters are basically devoted to the necessity of confession.