Like when JFK was assassinated, it was a big deal because the US had a thing against Catholics, or the fact that it used to be illegal for the British PM to be Catholic. Why?
It all stems back from the Reformation - when the various protestant sects split off from the original Roman Catholic church, resulting in several hundred years of intermittant religious (and veiled political) warfare. Enland switched back and frorth between Catholicism and Anglicanism several times, eventually settling on Anglicanism. To prevent these switches (which generally caused considerable amounts of chaos and civil warfare) from ever happening again, the Parliament passed a law stating that the Prime Minister must be a protestant. America, on the other hand, was settled largely by English and later Germans, both of whom are historically protestant and anti-Catholic.