For other catholic countries I’d also say Luxembourg, Liechtenstein and Belgium are also catholic. Even Brazil and Portugal had catholic monarchies.
How come a lot of European Princes (towards the 1800s-1900s) started marrying more into small German principalities rather than large countries such as France, Italy, England, Spain, etc.?
Mainly there was a shot load of them and a lot of them were Protestant. France had royals on and off but they were Catholic. Spain is Catholic. Italian royalty was a new thing and Catholic.