there are some verses in the Quran which clearly prohibit to be in sects or to identify oneself as someone other than a plain muslim, however sects have been misusing the hadith where the prophet ﷺ states that his ummah will be divided into 73 sects and only one will go to paradise, however the 1 sect that will go to paradise are those who follow the quran and sahih hadiths, the question is, even though it is clearly prohibited, why do they insist on calling themselves something other than muslim?
Disclaimer: this is solely based on my opinion on the matter.
To me it's clear the main reason is we don't
Read which is the first commandment. So us Muslims either do taqleed where possible (do what others do) or ask "someone" else what to do on religious matter. That someone will probably answer according to his or her opinion.
I never witnessed a single "scholar" when asked a question he or she ever said "I don't know. I need to check this issue and answer later".
As a summary, single simple example:
We pray according to how our father or grandfather pray w/o checking if it's correct way and assuming they "know". But same situation also correct for them.
Read, go to the source, Qur'an and Sahih Hadith. Study and learn than ask scholars the things especially those are complicated and always ask proof (sahih sources aka Qur'an + Hadith).