Well? There is a historical reason for that.
Yes, there is.
The Wesleys were pious men of the 18th Century, of the Church of England. While they found the Church of England's structure to be acceptable, they did not find it to be spiritual, so they focused not on the Protestant doctrines of the Reformation but on a simpler spiritualism. This caused a great revival, with an emphasis on spiritualism as opposed to various complex doctrines.
The result was a Church, the Wesleyan, then Methodist, Church, that was structurally similar to the Church of England, but that had the angry doctrinaire tones of the Reformation gone out of it, replaced by a focus on individual piety and spiritual association with God.
Because the Methodists were not "protesting" anybody, really, and were not "coming out of" the Catholic Church, the rough edge of Protestantism that separated, say, Lutherans and Calvinists from Catholics was not there. There is no memory in Methodism of conflict with the Catholic Church, as such, because the Methodists came out of the Anglican Church, not the Catholics.
The Catholics, for their part, are also more individualistic spiritualists than the main Protestant denominations, which are very much focused on purity of doctrine or upon the personality of the central minister of their particular church assembly.
Catholic spiritual individuality walks alongside of Methodist spirituality rather well. Methodism is essentially third-generation Protestantism with all the venom taken out of it, moving to the edge of a Catholic-like Protestant Church, and thus resembling Catholicism in structure, and in the grace of spiritualism. Methodism is unselfconsciously low-church Catholic, though it thinks of itself as being "in the Protestant tradition". (By comparison, Anglicans/Episcopalians are very consciously High Church Protestant catholic, and emphasize the catholic forms, and their Protestantism so they are not confused with Catholics, whom they would call Roman Catholics.)
So, the Methodists did not grow up in a Catholic milieu but an Anglican Protestant one, or an American Protestant one, which they did not find met their spiritual needs. So they became a religion of individualistic spiritualists, working together in an episcopal structure to "do good in the world", and this, in mindset and structure, makes them much more like Catholics than the other Protestant denominations. Episcopalians, Lutherans, Calvinists and Baptists are very consciously NOT Catholic. Methodists are too far removed from the Reformation to focus on that. They're just spiritualists with bishops, essentially, they're Protestant Catholics.
