It’s because Protestantism is the dominant form of Christianity in cultures where this language convention exists, and it is a deliberate tactic to other Catholics by labeling them non-Christian. Especially in previous times, Catholics were subject to large amounts of discrimination and antagonism by Protestants, and we’re still dealing with the remnants of this ideology today. I think the only reason it has subsided is the rise of secularism and other more foreign religions that are seen as a greater threat by Christians, forcing them into an uneasy alliance with their former enemies. But remember that tons of Christians used to murder each other over which sect they belonged to.

Interestingly, in Central America, the opposite convention exists, where you are either “Cristiano”, meaning Catholic, or “Evangelico”, meaning Protestant (usually Pentecostal). This is because the dominant group is reversed in that society.

Personally, I view Christianity, Islam, and Judaism as three branches of one religion since they are clearly very similar. But that is the view of an outsider.