Back in the day, Catholicism = treason against the government. If you read some of the accounts in Elizabethan times, they might describe a priest being executed— but describe him as being dressed like a gentleman. So the emphasis is on, “He’s being executed for his politics” rather than our perception of “He’s being executed for his religion.” The Sacrament of Confession was perceived as a “protected” way for people to discuss sedition and thereby something to crunch down upon-- rather than as a sacrament.
So in order to try and draw a distinguishing line to say, “This is purely religious, and not a reflection of politics”, it was natural to stress one’s allegiance to the Crown as the head of the earthly government— but to stress one’s allegiance to the Kingdom of God above all else.