Good question.
Jesus established his doctrine for several reasons. Among them:
Eph. 4:11-14
11 And he gave some, apostles; and some, prophets; and some, evangelists; and some, pastors and teachers;
12 For the perfecting of the saints, for the work of the ministry, for the edifying of the body of Christ:
13 Till we all come in the unity of the faith, and of the knowledge of the Son of God, unto a perfect man, unto the measure of the stature of the fulness of Christ:
14 That we henceforth be no more children, tossed to and fro, and carried about with every wind of doctrine, by the sleight of men, and cunning craftiness, whereby they lie in wait to deceive;
Notice especially verses 13 and 14.
Originally, Adam and Eve were taught the gospel by revelation from God, who in turn taught it to their children, etc. Eventually, contentions arose (Cain, anyone?) and there surely became disagreements in doctrine.
During Jesus' life, this was still the case. Although He did have prophets and apostles, they were apparently rejected over time. In fact, after Christ's ministry finished, the Church He established quickly went into decline (within about a hundred years or so) because of apostasy, or rejection of the gospel according to the apostles that Jesus ordained. (Hence the epistles of Jude, Corinthians, Galatians, and John's warning not to add to or take away from the Book of Revelation which has precious truths about God's plan.)
The question comes down to: who is the authority on the matter? Who has the authority to interpret the Bible? So it goes, each sect will probably have a different answer to this question. This is probably due in part to when and how the Spirit teaches us truth.
Eph. 5:9
9 (For the fruit of the Spirit is in all goodness and righteousness and truth;)
10 Proving what is acceptable unto the Lord.
Though teachings between Christian churches vary, pretty much all of them have truth and light. I would suppose that people are members of a church because they feel good at that particular church.
So why can't we have a universal practice and belief? Doctrines disagree because of the "sleight of men," but the Spirit will always draw individuals toward truth. It used to be that way: one universal truth was both taught and received, and I expect it will be that way when the Savior comes again. (Interestingly, that would mean there is still one universal truth in these days since God is the same yesterday, today, and forever. As David commented above, food for thought.)
This question about the Spirit teaching truth is also really insightful: Are there truths that can only be known through spiritual means?
God will never teach one man a truth and another man a different truth which conflicts. Somewhere along the way, men did change things. If all could come to a consensus about who or what is the authority in interpreting scripture and declaring doctrine (as was done in Christ's day within the Church), I suppose all differences could be resolved.