People most frequently use the word "denomination" to refer to the different church bodies we see around us. Denomination, however, implies that they are just variations of the same thing. If one holds this idea, then it doesn't really matter to which "denomination" one belongs. It's seen as being basically all the same thing.
Referring to various churches as "confessions," however, is intended to note that there are substantial differences -- that they aren't all just variations on vanilla with flavorful add-ins.
You might enjoy reading the "We Confess" trilogy, Norman Nagel's translation and compilation of Hermann Sasse's work. Published by CPH. In the first volume, we read:
"Whoever wants to understand the sense of this confession [Jesus Christ is Lord] must first be clear as to what a church confession actually is. Nowadays this is much forgotten, and also theologians seem to be little aware of it. Confession does not belong, as many have thought, to the essence of religion. It does not even belong to the essence of the higher religions. Mysticism, for example, knows nothing of confessions. But from the very beginning it belongs to the essence of the Christian faith, and that threefold: confession of sin, confession of [the] faith, and acclamation of God." (pp. 9-10)
And again, "Confession as response to revelation is the response of the church. It is not the response of just a single believer, even though each believer confesses with the creed "I believe," as at Baptism. Jesus' question was addressed to all the disciples together: 'Who do you [plural] say that I am?' Peter answers in the name of them all, and his answer immediately becomes the confession of them all." (pp. 10-11)
And finally, "Every genuine confession has a polemical character, even if it does not contain condemnations against false doctrine. It separates pure doctrine from false doctrine, the Christian faith from the religions of the world, the church from all that is not church." (p. 11)
There really can be no "denominations" where mutually exclusive doctrines are held. One cannot both say "babies are to be baptized" and also "it is wrong to baptize infants" and still claim that everyone is part of the same faith. One cannot say "the Lord's Supper is just a symbolic representation, a communal meal" and "the Lord's Supper is Christ's true body and blood given and shed for the remission of sins" and still claim that those who hold such disparate positions are part of the same faith.
Well, I suppose in our postmodern world, people can and do say such things. But they are mistaken.