Just because they hated the local Jews less than the local Catholics does not at all mean there could be Catholic Klansmen. There couldn't be Catholic Klansmen any more than there could be Jewish Klansmen or Mormon Klansmen. The KKK is a Protestant group, no exceptions accepted.
The Klan doesn't have sympathy for Mormons. They were one of the biggest forces advocating their persecution back in the days where they were important in US politics.
I know it doesn't make sense...I'm just saying. There HAVE been Catholic Klanners. And Mormon ones too, apparently. There's always been regional variation in what is considered "THOSE people". I bring up my family as a good example. My grandfather (in NC) would have been disowned for marrying a black woman, but any other ethnicity/religion was fine. My grandmother (in MT) would have been disowned for marrying a Mexican or Native American. African-Americans were so rare as to be an exotic curiosity.
There's sort of an upper and lower threshold on bigotry. If there's too few of group X around, it's hard to seriously make them out to be a threat. if there's too many, it becomes impossible to ascribe them all to the same stereotype because you're going to have to interact with them. You need enough of them that you see them in the community and can imagine them doing their <insert stereotype's threat here>, and few enough of them that you don't actually get to know any of them.
@sluissa: I know it's common practice. But when you're running on a somewhat nationalist patform, *and* you have an image problem as a tax-dodging, out-of-touch rich guy....partying on a yacht flying the Grand Caymans' jack is probably not a great idea, y'know? It's not even First-World Problems at that point, it's 1% Problems.