A comment to the post My Kingdom is Not of this World, at Meeting the Masters.
What I think has made matters difficult for so many Christians, is that they have been taught (for nearly 2000 years, including many great saints and other Christian exemplars) that Christianity IS The Church. And outside The Church there is no salvation, and no truth. The individual's job is to obey the The Church.
Which specific church varies, of course. But for centuries the contrast was between The World and The Church. Unworldly meant within-Church.
But we are now in a situation where nearly all of the Churches are worldly first-and-foremost - and often leaders in worldliness; and if their teachings and practices were followed - then this would do as much, or more, harm as good.
Especially in terms of a materialistic, this-worldly focus. The churches mention Jesus from time to time; but the context is one that firmly puts Jesus in a subordinate place to the really 'serious' Church concerns of antiracism/ pro-mass-immigration, the feminist and LGBT agenda, leftist politics, global warming etc.
It really is difficult to escape from this Christianity=Church trap - at least I found it so, despite being a late life convert. I expended a great deal of time and energy (about four-five years) trying to find a church that was really Christian/ not-worldly - and to which I could promise obedience.
Only when the possibilities seemed exhausted did I reluctantly try to devise a means of 'survival' while waiting - and then only later did I realise that this was in fact what I needed.
I needed to take ultimate spiritual responsibility - and I had been looking for a way to pass this off onto an institution.
The main loss is the sacramental side - specifically Holy Communion in a traditional and not-worldly Church of England setting; which I did find to be valuable. Suitable occasions for this are now few and far between.
The loss is real, but there is no alternative for me - and overall my spiritual situation is much better than when I was rather desperately church-shopping.
Note: When Jesus says 'my kingdom is not of this world', I believe that he primarily meant that we enter his kingdom fully only after death and resurrection. Secondarily, because of this fact, our priorities in this world ought to be changed. Having faith in that eternal destination, re-frames (or, ought-to re-frame) our basic and detailed understanding of our mortal lives; and therefore our conduct of our mortal lives.