Without getting into the idea of church unity, here's the short answer:
"...not giving up meeting together, as some are in the habit of doing, but encouraging one another--and all the more as you see the Day approaching." -Hebrews 10:25Okay, so we're commanded by the Bible to meet with other Christians. But why? In the previous verse, we get this:
"And let us consider how we may spur one another on toward love and good deeds..." -Hebrews 10:24Some other translations may say to encourage others. Another way would be from this very popular verse in Proverbs:
"As iron sharpens iron,
so one person sharpens another." -Proverbs 27:17Again, encouraging one another, building one another up. Sharpening iron with iron seems kind of obvious, right? (Yeah, there's sharpening stones, too, pointing toward Christ.) But there is truth in that. How are you going to grow unless someone teaches you? Or how are you going to learn from your mistakes if you never have a chance to make any?
The basic reason why we're supposed to meet with other Christians to worship Christ is to encourage one another, and build one another up in Christ. And that may be hard sometimes, especially in places where you aren't granted religious liberty, but Christ tells us to rest in Him, that he will be our strength in our weakness.