(I'm assuming you live in America...) America is historically a Protestant country, and we inherited from the English a suspicion of Catholicism. In the 1800s Christianity in America was heavily sectionalistic, and even different Protestant sects had an edgy relationship; Protestants in America were often united, though, by anti-Catholicism. As Austrian, Irish, and Italian immigrants flooded into America in the late 1800s, anti-Catholicism intensified, and the Americanization Movement developed to turn immigrants into Protestant, English-speaking Americans, but of course, Catholicism continued to exist. Protestants and Catholics were also divided, stereotypically, by party affiliation. While many Protestants were Republican, Catholics were heavily Democratic. I think it is probably due to America's history of rivalry between Protestantism and Catholicism that the two groups remain distinct. And the term Christian is generally applied to Protestants because, due to America's Protestant tradition, Protestantism is viewed as the true form of Christianity.
I have heard talk of WASPS, White Anglo-Saxon Protestants. Ther situation in Europe was very different.