"The Catholic Church was recognized by the whole Christian world as the true Church of God for fifteen consecutive centuries. No one can halt at the end of those 1500 years and say that the Catholic Church is not the Church of Christ without embarrassing himself seriously. I can accept only that Church which was preached to all creatures by my own forefathers, the Twelve Apostles, who, like me, issued from the Synagogue." -- Israel Zolli, Hebrew Catholic, former Chief Rabbi of Rome.
Zolli's quote above was in reference to the query why he did not become a Protestant.
You can read more about Israel Zolli and his conversion experience in Salvation is from the Jews (from which I borrowed the above quote), and also here, and here.