The fascist governments can make life unpleasant for the Catholic Church in many ways, before they go in for kidnapping senior clerics or assassinating cardinals. Loss of state support, restrictions on parochial schools, limitations on vocations, taxing church property, confiscation (eminent domain) of church property for "necessary state purposes" are only a few of the ways the governments can arrange difficulties. All communications in and out of the Vatican can be forced through a central/controlled communication office (although of course some will leak through). Pressure can be gradually increased, and if being a practicing Catholic will count against you in university admissions, job promotions or hirings, housing allotments, many folks will drift away and as the number of true believers decreases, the ability to apply pressure on the Church increases.
The Holy See is as aware of those realities, and will trim its sails appropriately.