From the rules:
The status of bishoprics depends on the faction controlling the province, not the cathedral city or town.
If the province card is held by the Catholic faction, the bishopric will be strongly Catholic, if the province card is held by the Burghers it will be reformed and if it is held by the Reformers it will be strongly reformed. In all other situations the bishopric will be Catholic.
So, for me its clear that they are catholic. Nobles and Habsburgs control of bishoprics province (or if the province is uncontrolled) make them Catholic.