A good question. And asked by an Evangelical.
It is a question that I asked myself years ago when I was an Evangelical, which led to a lot of study, which included reading Thomas Howard's fine book, Evangelical Is Not Enough: Worship of God In Liturgy and Sacrament (written nearly thirty years ago) and then several more by Dr. Howard. Along with many more books. Which led, ultimately, to entering the Catholic Church fifteen years ago this Easter, aided and encouraged by a cloud of witnesses. Of which I will likely write more in due time.
On Ignatius Insight:
• Has The Reformation Ended? | An Interview with Dr. Mark Noll
• Thomas Howard and the Kindly Light | IgnatiusInsight.com
• Objections, Obstacles, Acceptance: An Interview with J. Budziszewski | Ignatius Insight
• Thomas Howard on the Meaning of Tradition | Ignatius Insight
• A Friendly Introduction to Catholicism | An Interview with Fr. Dwight Longenecker, author of More Christianity: Finding the Fullness of Faith
• From Protestantism to Catholicism: Six Journeys to Rome
• Further Up and Further In | | Fr. Dwight Longenecker | From the Introduction to More Christianity: Finding the Fullness of the Faith
• Why Catholicism Makes Protestantism Tick | Mark Brumley