"Personal relationship with Jesus" is a beautiful phrase. The Orthodox Church has no quarrel with it — only with the assumption that personal means individual, or that relationship means unmediated.
What Jesus actually instituted
Jesus did not leave behind a book and a private feeling. He left behind: a community (Matt. 16:18), apostles with authority (Matt. 28:18–20), a meal he commanded to be repeated (Luke 22:19), a baptism he commanded (Matt. 28:19), and a Spirit who would guide his Church into all truth (John 16:13). All of that is the relationship — not a substitute for it.
The Liturgy is older than the Bible
The Christians who eventually compiled the New Testament canon were already worshiping liturgically. Acts 2:42: "They devoted themselves to the apostles' teaching and to the fellowship, to the breaking of bread and to the prayer." The early Church gathered weekly to hear Scripture read, offer prayer, and receive the Eucharist. The structure of the Divine Liturgy traces back to the 1st century.
Why liturgy is deeply personal
Because in it, the whole Christ meets the whole you — body, mind, senses, memory, community. You don't worship alone in your head; you worship with the angels (Heb. 12:22), with the saints across the centuries, and with the brothers and sisters next to you. Your voice joins a song older than you, sung by the Body of Christ.
The Orthodox lens
Fr. Alexander Schmemann put it: "The Liturgy is not a means to acquire a personal relationship with Christ; it is the relationship." In the Eucharist, Christ gives himself bodily. Nothing is more personal than that.
A pastoral word
If your prayer life has felt thin lately, that is not a failure of "personal relationship" — it is often a sign that you were never meant to be a Christian alone. Come to a Liturgy. Stay for the whole thing. Let the words and the incense and the brothers and sisters around you carry you when you cannot carry yourself. That is what the Body of Christ is for.