What they claim is that there was no official form of Christianity at the time of the Apostles, and that being Protestant is just as good as being Catholic, since both religions are man-made, anyway.
Most Protestants would not say or believe that Jesus started the Catholic Church and made Peter to be the first Pope of a long line of Popes that runs until modern times, with Pope Benedict XVI as his direct successor.
If they believed that, then they would have to become Catholic, or else explain how it’s okay to belong to a Church that was not actually founded by Jesus, when Jesus’ Church is sitting right there, waiting for them to become part of it.