And if you are really wondering why protestants don't confess to a priest, I can go into it, but I think you were asking the question rhetorically to make the point that the practice had been going on for a long time, and the fact that it had history made it the correct thing to do, even though it had no example in the Scriptures.
Understand this - I think confession to a person (priest or otherwise) is incredibly valuable. I think voicing a sin to another person gives you some power over that sin, it gives you accountability when you realize someone else knows about it, and it helps that person to whom you confess know how to best pray for you and the things with which you struggle.
I just question the NEED to have a priest (or a saint, or anyone) in between you and Christ when you need forgiveness. He's the one who paid the price for your sins, he's the one who forgives you.
Then you know that the Bible is a Catholic book. It was created by the CC in the year AD 382. It was crated by Catholics for Catholics as all Christians before 1520 were Catholic.
The better question is why did Protestants decided 1500 years after Jesus to quit confessing your sins to a Priest.
The NT specifically says Jesus told the disciples they were to forgive or not forgive sins. How much do more do you need. Don't you think the disciples didn't listen to that.