ANSWER: Because it is not a sect or denomination. It does not advocate any doctrines differing from universal Methodism. It aims to benefit the members of all evangelical churches and all others whom they can reach.
QUESTION: Please define the words "church" and "sect," and show whether they are antagonistic or harmonious.
ANSWER: The "church" or ecclesia is an assembly of those who love and obey the Lord Jesus Christ, observe their own religious rites, hold their own meetings for the promotion of their own spirituality and for the conversion of sinners and the disciplining of all nations, and who manage their own affairs according to regulations prescribed for the body for order's sake. "Sect" is not, as some erroneously say, from the Latin verb seco, "I cut," denoting something cut off, but from sequor, "I follow," denoting the disciples of some leader of philosophy or religion. In the four Gospels and the Acts it is never used as a term of reproach, but in a good sense, except in the erroneous English version of Acts 24:5,15, where the prosecuting attorney, the orator Tertullus, styles Paul "the ringleader of the sect of the Nazarenes," and Paul replies, "I confess unto thee, that after the Way which they (the Jews) call a sect (Revision), so serve I the God of my fathers." Here his plea is that his sectarianism is in perfect harmony with loyal membership in the Jewish church. Dr. Campbell, in his Dissertation IX, Part 4, Notes on the Four Gospels, proves that in the Epistles the word "heresy" (sect), when not associated with terms having a bad meaning, never has an evil signification. The conclusion is that "church" and "sect" are not antagonistic, but, as Pharisees, Sadducees and Herodians, were all in good standing in the Jewish church, because they believed in Moses, so Presbyterians, Baptists, Methodists, etc., all loving and obeying the same Savior, are loyal members of his body, his church.
— Steele's Answers pp. 183, 184.