Since protestantism has rejected five of the seven Sacraments, they confess their sins, if they confess at all, directly to God. However, when Jesus forgave sins, He told the sinner that their sins were forgiven (Matthew 9:2, Mark 2:5, Luke 5:20, Luke 7:48). The Sacrament of reconciliation is faithful to this. We need assurance that our sins - the only thing that can separate us from God - are gone. Catholics hear these words of absolution from the Priest at the Sacrament of Reconciliation.
What we observe since the protestant revolt is that pseudo-confession has appeared in various sects: the “sinner’s prayer” and “altar calls”. Both are motivated by guilt - guilt for which no authoritative words of absolution are heard. In this area, protestantism is found lacking and can never be complete. Many converts from protestantism mention a guilt motivation for those acts, and a sense of lack of closure.
Other sects simply live in denial, choosing to believe that Jesus’ Blood has atoned for whatever they have done, and will do. Yet, in a state of denial, there is no repentance. This itself runs counter to the entirety of scripture, but many “bible” sects frankly do not use the entire bible. In agreement with Luther (even though they are not Lutherans), they tend to suppress, or simply ignore the Letter of James, which commands us to confess our sins to one another (James 5:16). As well, they ignore Paul’s writing that he had a ministry of reconciliation (2 Corinthians 5:18), as well as his forgiving sin “in the person of Christ” (2 Corinthians 2:10). Catholic Priests do exactly this.
Protestant bibles (the NIV and NASB in particular) have modified this language of Paul’s to read “I forgave in the presence of Christ”, which substantially alters the meaning of Paul’s scripture. Catholic bibles and the King James Version of the Anglican bible are true translations.
As to Islam, Allah is Master and believers are slaves. There is no love involved. As to their atonement, perhaps a Muslim (or former Muslim) member can enter into the conversation.