If Catholicism is True, Why do Protestants Seem Closer to God?

Image © Bill Fairchild

Over at Catholic.com's forums a Catholic asked:

i am catholic but i feel more engaged by protestant worship and preaching and appreciate the close fellowship offered by some protestant communities. i feel that my relationship with God would become deeper and my discipleship would become more intentional by joining a protestant church. please enlighten as to why this is a sin if my overall relationship with the Lord is improved. 
thank you

To which I answered

An analogy: 

One person has 1 million dollars in the bank but only withdraws $100. 

A second person has $1,000 in the bank and withdraws all $1,000. 

Who has more money in his pocket?  

The second person is the Protestant. He doesn't have the Sacraments and so has less grace available to him. The first person, the Catholic, thanks to the Sacraments has more grace available. 

BUT, the Protestant, being more devout and having a better relationship with God (in your example), has withdrawn and uses more of the grace available to him and thus is closer to the Lord. 

HOWEVER, the devout Protestant, if he were to become Catholic, would be able to access much more grace and grow even closer to God than he is now. The Catholic, on the other hand, might leave the Church for a Protestant community, grow closer to God, and have more "money in the pocket" than he had as a Catholic. Of course, he would have even more had he stayed in the Church and grown closer to the Lord, but he is closer now than he was before. 

That shows (hopefully) why you can feel closer to God as a Protestant than you do in the Catholic Church, but why being in the Church is the best way to be as close as possible to the Lord. 

What say you? How would you have answered the question?