Some people choose a Protestant denomination because first, they have never really understood or studied their own Catholic faith. But secondly, there is a sort of superficial “social” aspect to alot of Protestant churches which some, comparing such to the Catholic church, interpret as making the Catholic church appear somewhat less “friendly.” In other words, you can go to a Protestant church and the atmosphere isn’t much different than a cocktail party. Alot of Protestant churches go to great pains to acknowledge newcomers, and you can’t get through the door without being met by a “greeter.”
And yes there is definitely a “celebratory” aspect to the Kingdom of God, but there is also a great solemnity, and the Church is really meant to reflect both. Alot of Protestants will call a church which is not loud and exuberantly joyful a “dead” church, but that sort of assessment is superficial because can anyone see what is going on in the heart of another person by merely observing them by means of the senses(sight, hearing, etc.)? The deepest and most enduring part of our faith is often not immediately evident, and thus you can go into a Catholic church and hear a pin drop, but this does not mean there is not deep prayer taking place. By the same token I would not presume to say that deep prayer is not taking place in a service which is outwardly joyful and exuberant. It’s both, really. But some people have never learned the value of something like silence. Even music itself is a meaningful combination of silence and sound(the use of “rests” in written sheet music denoting silence, for example).
People choose a Protestant religion because they don’t understand the nature of God, nor do they understand the nature of worship. Both celebration and solemnity are an integral part of what we will experience in Heaven when our salvation is made complete, and our worship in this life will contain both exuberant celebration and solemn reverence and worship. It’s not one or the other. It’s both. On the other hand we can just as easily fall into the opposite extreme, which is to throw out joy in favor of awe. Personally I find the Catholic Church to have the most balanced approach to the joy that comes from being with God as well as the great solemnity and reverence due to God because of Who He is. God is our Father and we can call Him, Abba, Daddy. But He is also omnipotent and "awe"some.
John the Apostle lay his head on Jesus breast in the Gospels but then falls down at His feet “as one dead” in the book of Revelation. For some, God is their buddy but not so much their judge. And for others the reverse is true. Many heresies came about because of a lack of balance in understanding Jesus’ divinity and His humanity.
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The question is really a complex one but I'll throw this out as something to consider when examining the choices some have made.