Well, we can observe the historical evidence.
We know that He didn't teach Sola Scriptura because Scripture does not plainly state it. Either that, or the millions of people who died in defense of the Faith and wrote many of the foundational creeds and explanations of our faith are too stupid to see it. I mean really, you have to assume that Athanasius, John Chrystostom, Symeon the New Theologian, Cyprian, and countless other seminal Christian writers were too stupid to notice something that was supposedly sitting in broad daylight. SS isn't an obvious teaching. It is a manmade interpretation that contradicts its own standards, since it places itself and the Canon above Scripture.
We could look at the fact that liturgical worship was pretty much the ONLY way in which Jews worshiped. We do know of one group that preferred a lack of liturgical worship in the time of the Apostles. Unfortunately, these were the Gnostics, not the Christians. It was for this reason that Paul wrote that all things should be done "decently and in order". The emotional outbursts that were common in Gnostic services, as well as the unstructured spontaneous "revelations" that were encouraged in their services, and still show up in certain Protestant churches today (I know, I've seen it with my own two eyes and though I was dreaming because I couldn't imagine the insane stories I had heard were really true).
We can look and see that Icons were a common part of Jewish and early Christian worship.
We can look and see that structured forms for the Sacraments were being formulated as early as the Didache's form for Baptism, or the early forms of the Liturgy of St. James (so named because it is done in honor of the saint, and not because he wrote it all, since I doubt he knew anything about travel by air shown in modern forms of that service), some of which date to the second century.
We can also look and see that these important parts of worship, which were defined in detailed manner in the Old Testament are not even TOUCHED in the New.