So being a member of the Catholic religion puts you 'in' Jesus Christ, and He in you???
The church is the help of our salvation, it is not the source of it.
When we believe and are baptized we belong to Christ and to His church.
Through the church we receive the grace to REMAIN in Him, through worship, prayer and reception of the Eucharist.
Jesus says quite clearly that when one eats His flesh and drinks His blood, He lives in them and they live in Him.
John 6:55 My flesh is true food and my blood is drink. 56 Those who eat my flesh and drink my blood, live in me and I in them.