Everyone needs to understand that everyone is not of the same religion and for those of us who are not Catholic, we do not understand certain things (requirements, passages, etc.). So you might need to explain things for us.
I believe Charlotte is a Catholic. Both Stephanie and Caroline were raised in the Catholic faith (hence Caroline seeking an annulment for her 1st marriage). Since Caroline was born Catholic I can't imagine her not raising her Italian children in the Cathlic faith. Alexandra is still a Protestant as she remains in line to the British succession.
At various events I have seen them (Caroline and Stephanie) give the sign of the cross but I have also seen that at Anglican services in England so I can certainly understand the confusion.
I am assuming that people are thinking that once Charlene becomes Catholic as a sign of respect she will not be wear a strapless wedding gown but I could be wrong.
It is confusing which is why I thought a bit of history might help. Religion with respect to royalty is still tied to the succession issues and that is where the confusion lies.