Why do you say we can confess to one another? Oh, it's because the Bible teaches us that.
By the same token, it also teaches us that Christ commissioned his Apostles to forgive sins or retain them. That would be the answer to that.
But of course, we have a second issue with that one. Is the authority he gave the Apostles passed on? That is far from certain.
Nevertheless, we certain CAN confess our sins to each other. And we can confess our sins directly in our prayers to God. No one should say that we HAVE TO confess to any minister; and anyone who would make such a claim is not accurately reflecting the teaching of his own church.
So the issue is not MUST but MAY. If confessing during a worship service is helpful, or if to a minister privately, then you might want to do that. But you don't have to, no.