I think your issue is in the definition of "Prussia". Based on a quick study from 2010 census numbers, the primary modernly Catholic area that could be called "Prussian" would be the Rhine territories. However, those were amongst the newest Prussian territories (post-Napoleon, well after the Protestant/Catholic schism several hundred years earlier) and were more Prussian in name than culturally or religiously. The Prussia that converted to Protestantism and earned the reputation as a "Protestant power" was the pre-Napoleonic version; primarily Brandenburg, Pomerania, Silesia, and East Prussia. Those areas were strongly Protestant (save maybe Silesia). Several centuries and giant wars later, however, almost the entire Prussian "core" is no longer in Germany, really only Brandenburg remaining, and that was part of the officially atheistic communist DDR which seems to have quite thoroughly suppressed religious identity overall. The other "lost" territories are now part of Poland (strongly catholic) and Russia (atheistic before, now Orthodox), and the German populations expelled after WW2 taking the Protestant tradition with them in a sense. So, Prussia did not so much "turn" Catholic as Prussia was simply eliminated as a state and identity, and it's territories absorbed by decidedly non-Protestant powers and peoples.

edit - cut down on some excess commas and run-ons, although leaving plenty in.