I'm not the OP, guy. My answer, answers your question if you accept that. If you insist on calling Catholicism Christian, then you're going to continue barking up the wrong tree waiting for an 'answer'. Amusingly similar to the jews waiting on their 'messiah' because 'surely this Nazerene is not him!'. You have your answer.
I think there are people who are close to Christ in most denominations, but It would be hard to say any particular denomination is 'closest'.
What the Bible says about our relationship with God:
Mic 6:6-8 Wherewith shall I come before the LORD, and bow myself before the high God? shall I come before him with burnt offerings, with calves of a year old? Will the LORD be pleased with thousands of rams, or with ten thousands of rivers of oil? shall I give my firstborn for my transgression, the fruit of my body for the sin of my soul? He hath shewed thee, O man, what is good; and what doth the LORD require of thee, but to do justly, and to love mercy, and to walk humbly with thy God?
James 4:8 Draw nigh to God, and he will draw nigh to you. Cleanse your hands, ye sinners; and purify your hearts, ye double minded.
John 14:21 He that hath my commandments, and keepeth them, he it is that loveth me: and he that loveth me shall be loved of my Father, and I will love him, and will manifest myself to him.
Luke 6:46 And why call ye me, Lord, Lord, and do not the things which I say?
Adherence to a particular group doesn't do anything for your personal closeness to the Lord. EDIT: though it will help keep you from wrong, if they are of like spirit, in the Lord.
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