Normally, proof of a miracle through the candidate’s intercession is required for beatification… but I don’t know if that’s still the case if the candidate for beatification was martyred. In any event, Article XXI of the Apology of the Augsburg Confession states:
Moreover, even supposing that the saints pray for the Church ever so much, yet it does not follow that they are to be invoked; although our Confession affirms only this, that Scripture does not teach the invocation of the saints, or that we are to ask the saints for aid.
So I’d be surprised if, under normal circumstances, anyone would ever initiate a cause for the beatification of a non-Catholic.
If the fourth person had been, say, a rabbi instead of a Lutheran minister, would people be upset if he were not also being beatified? I would imagine that Jews the world over would have something to say if the Catholic Church were to suggest beatifying a martyred rabbi!