I've often heard Protestants who admire such figures explain away their Catholic allegiances and beliefs with the excuse: "Well of course, all Christians were Catholic at that time; there weren't any other options."
The only problem with this is that there were other options.
There have always been groups outside of the Catholic Church that called themselves Christians. It's easy to forget this since we normally refer to all non-Catholic pre-Reformation groups as heretics.
The Arian Christological controversy of the 4th century will serve well as an example of my point.
In A.D 313, a young man named Arius was ordained a presbyter in Alexandria, Egypt. He was known as an ascetic, an intellectual, and as a charistmatic personality. Soon after, he began his teaching which would eventually envelope the whole of the Roman Empire in controversy and violence. He taught that the Son and the Father were not of the same substance and that the Son was actually a creation of the Father. Jesus was the greatest of God's creations, but he was not God himself. This was in opposition to Trinitarianism, the belief that God is one and yet three persons, Father, Son, and Holy Spirit, all co-eternally sharing the same substance.
Arius called himself a Christian and sincerely believed himself to be a faithful one at that. He believed the Holy Scriptures and based his theology on them, believing that he was faithfully interpreting them.
Large numbers of people joined him in his theology. I have heard it estimated that there was a time when a majority of professing Christians were Arian.
Large numbers of sincere, Bible-believing Christians disagreed fundamentally on who Jesus was. This caused widespread disunity, ill-will, and at times even violence throughout the empire among Christians. The Emperor Constantine, seeing that this controversy was hurting the empire, asked the Church to convene a council of all the bishops in the world to settle the issue. Bishops from throughout the whole world met in the city of Nicaea (in present-day Turkey) to make a ruling. After much debate, a majority of the bishops ruled that Arianism was heretical and that Trinitarianism represented true orthodoxy as passed down from the Apostles.
But Arianism continued on after the Council. Arius and his followers believed that the Council was wrong and had endorsed an unScriptural position. Arianism continued to exist in parts of Europe for three centuries until roughly the 7th century (though there have been some modern day revivals of it).
So who was really orthodox and who was heretical? Both Trinitarians and Arians considered themselves to be Christians, based their doctrines on Scripture, and believed they were following true Christian teaching.
And yet no Christians today hold up good Arian theologians as examples of good Christians of history. Why is that?
Because Arianism is heresy. And we know it's heresy because the Council of Nicaea, with the apostolic authority of the Bishops convened at it, ruled that it was heresy. Arianism is called heresy by us today because it was theology that was rejected by the Apostolic Church.
There have always been groups of self-identified Christians living in opposition to the Apostolic Church. But because they weren't with the Apostolic Church, we look back on them as heretics. All the greats of Christian history weren't Catholic by default. They would be Catholic today for the same reason they were Catholic in their own time: because they believed that the Catholic Church is God's true Church with it's authority established personally by Jesus.
Augustine himself, whom many Protestants try to claim as their own, was the Bishop of Hippo and wrote the following as to why he was a part of the Catholic Church rather than a competing "Christian" group:
"[T]here are many other things which most properly can keep me in [the Catholic Church’s] bosom. The unanimity of peoples and nations keeps me here. Her authority, inaugurated in miracles, nourished by hope, augmented by love, and confirmed by her age, keeps me here. The succession of priests, from the very see of the apostle Peter, to whom the Lord, after his resurrection, gave the charge of feeding his sheep [John 21:15–17], up to the present episcopate, keeps me here. And last, the very name Catholic, which, not without reason, belongs to this Church alone, in the face of so many heretics, so much so that, although all heretics want to be called ‘Catholic,’ when a stranger inquires where the Catholic Church meets, none of the heretics would dare to point out his own basilica or house." (Against the Fundamental Epistle of Manichaeus 4:5, A.D. 397)
There were other options. They just were heresy.
*Note: The Catholic Church does not consider Protestant groups today to be heretics. Instead, Protestants are considered to be "separated brethren" who, by virtue of their baptism, are properly called Christians and are actually considered to be partially a part of the Catholic Church, although they do need to move towards full communion in the Catholic Church if they wish to be living fully in God's will for his followers. For more, see the Catechism of the Catholic Church paragraphs 817-822 as well as the Vatican II document Dogmatic Constitution of the Church (Lumen Gentium) sections 14 and 15.