To be a Protestant is to be spiritually lonely.
I don’t mean that Protestants don’t enjoy spiritual fellowship with one another. The popular small group movement has for decades been a key dynamic in successful Protestant churches—megachurches especially. People gather weekly or biweekly to read the Bible or some devotional literature, share spiritual insights, and pray together. But anyone who has spent any time in such groups knows that the key to the meeting is not Bible knowledge or spiritual insights from the ages. It’s mostly a place for people to say, “This is what I think” and “This is what happened to me.” It’s attractive precisely because it’s a safe place where people can find a listening ear to talk about their spiritual struggles.
Some Catholics enjoy such fellowship as well, but as far as I can tell, such small groups are not as ubiquitous in the Catholic world. There are many reasons for this. One is the confessional, one of the many gifts of the Catholic Faith. There, Catholics have a place to unload their spiritual and moral struggles, and to be given objective absolution to boot.