Yes, it is a problem. I urge you to humble yourself and submit to the Church's authority. If all Jesus wanted for us was to "believe in Him", our shortest gospel wouldn't be as long as 16 chapters. There's a lot more to Christianity than believing that Jesus exists: you also have to believe in what He taught, and it's not as simple as you make it out to be.
If that's the case, then you should strive to live as they do, so eventually a protestant can say, "You know what? One of the most holy and God-fearing Christians I've met is a Catholic".
It's great if a protestant is holy and God-fearing, but again- there's just a little more to it than that. Jesus instituted an ordained priesthood- if a church doesn't have priests, it's in error. Jesus taught that the Eucharist is His body and blood- if a church doesn't teach that, they're in error. Jesus revealed His divinity to His disciples- if a church doesn't profess Jesus' divinity, then they are in error.
Christianity isn't a cafeteria. You don't get to pick and choose. Jesus doesn't give us that option. You have to follow Him on His terms, not your own, and no one else's.