After the victory of Elijah at Mt Carmel, he fled from the wrath of Jezebel to Mt Horeb. There he claimed to God that he only was still true to God. God then informed him that he had 7000 in Israel that had never bent the knee to Baal.
While there may not have been a church for many centuries other than the Roman church (wonder why that was?!), it did not mean there were not followers of God alone and who had not bent the knee to Rome. Given the centuries of persecution of those who followed God and not Rome, even if Rome claimed to be following God, and even the millions who were martyred and slaughtered by the Roman church during the time of it's apparent supremacy in Europe and during the inquisitions to follow.
There were groups of people known as the Waldensees and the Albigensees who covertly for centuries went about the work of God in spreading Scripture to people all thru Europe even as they were being hounded and persecuted by the Roman church.
So, the fact that there was no open church for people to belong to does not mean anything other than the people of God were under severe persecution for their faith.