Heh, sorry about that. I should have been more clear. I wasn't claiming these as the exclusive right of Catholics.
It's just that religious event-names like these are particular to the big three Romance languages. And with that, there is a connotation of Roman Catholicism (as opposed to eastern, northern, Irish Catholicism, etc. which, while maybe Roman or in communion with Rome, have their own traditions).
As I have understood it, the breaks of various Protestant churches with Rome and each other have naturally had cultural impacts, and among them is naming convention. Certainly in Britain, but also Northern Europe, "Roman" names were not necessarily recommended for baptisms.
On a related note, I once read a passing line in a novel that stated the Irish told the story of "Jonas and the Whale," the English, "Jonah and the Whale." The writer implied the second spelling of the name was not for Hebraic accuracy but to strip the Rome off of it.