Because God guides the Church.
That’s it. All the rest is supporting evidence, infrastructure, scaffolding, and some kludges throw in for good measure.
Protestantism is ultimately ad hoc in that it maintains that God has guided the Church on some things but not on others. For instance, God inspired X books to be written and then guided Y people in the Church over Z centuries to discern which ones they were. But He didn’t guide the Church on other doctrines, so you have baptismal regeneration being taught everywhere from the very beginning, and other doctrines most Protestants reject as heresies.
Catholicism makes sense because God guides the Church. He protects her from error on her doctrines. Not just on the canon of Scripture but on all things concerning the Faith. This is consistent. But it takes faith to believe it. It cannot be proven through reason alone. And so God’s grace is involved, something we cannot control or even see.
That’s why we pray–for God to shower His grace upon all people, so that they might believe. And that’s why we make arguments–so that they might see that there are solid reasons and motives of credibility to make the full assent of faith to Christ and His Church.
For me, going back to Protestantism would mean rejecting this belief. And if I reject this belief it means I cannot trust the Church’s teachings. God did not guide them (or at least, not all of them), and I don’t know which ones He protected from error and which He did not. So I have to choose what claims of divine revelation seem credible to me and then interpret them myself and with what human opinions on them seem right to me.
Most Protestants choose the sixty-six-book Bible and become their own ultimate interpretive authority. Sure they may also choose Luther or Calvin or some Confessions to accept but they admit that these have no real authority over them. Only insofar as they accurately reflect the Bible’s meaning are they valid.
I don’t think God would design it such that we were each our own ultimate interpretive authority. No, instead He wanted to ensure that all men could know the truth that He revealed. So He built His Church and then has remained with her by the power of the Spirit, leading her to all truth. This Church is living and can distinguish orthodoxy from heresy, can clarify teachings, can respond to new questions and arguments, and can pronounce dogma that draws a line in the sand, separating what is true from what is false.
Because God guides the Church, we are in the blessed state of knowing the truth and being set free by it. It is a gift beyond description, and God did not hide it under a rock, but like the mustard seed planted it and gave it growth across the entire world. So today I thank our Lord for the gift of His Church and the gift of revealing the truth through her to us.