Can you tell me whether a guy that started Baptist church bothered to ask Jesus if it was okay to do that?

Well since Jesus probably didn't exist, none of them actually exist on his authority

He didn't. People start denominations and legitimize them by attributing them to God.

Church is not a club you join with an initation.
Church is the result of your acceptance of Jesus not the other way around.

You mistake church as an organization with benefits like Costco membership.

One way you express your thanks to Jesus for his gift is going to church to be with other like minded people. You recharge your faith for when you go out into the real world. For the real world will drain your faith, try your patience and doubt your salvation. Church is your support group, your family, your friends.

Church is not Costco.

He didn't. You can't ask a guy, who died roughly 2000 years ago (if he ever actually existed) anything.

The LDS church states that Jesus appeared before Joseph Smith and told him that all the worlds churches were wrong. So, the Baptist church is wrong. This fool just wants to make money off of weak minded people.

I asked both the Baptist and the Presbyterian guy and they both confirmed that Jesus approved their actions. You can check out the other denominations. Have a nice day.