The phrase is no problem. The organization is a problem.
I think many people have the same attitude toward Christianity. They have no problem with Jesus. They might like prayer, charity, justice, traditions, devotions, the Mass, music, art, and other Catholics, even priests.
And yet. To join a church might mean association with problems: sex abuse and cover-up, misogyny, financial scandals, local mismanagement, colonialism, and on many topics, hypocrisy, real and perceived.
Behold: a point of congruence between nones and hardcore believers. What Pope Francis could not bring to light, protests across the world have managed.