True, but that does smack (lightly) of historical determinism - i.e. England MUST go Protestant because it did in OTL. Maybe its the Catholic in me, but I find the idea of a Catholic England much more fun to play around with. And its not like many of the regions and nations that stayed Catholic in OTL didn't also have influential Protestant movements (I'm looking at you France, Poland and Hungary!)
Curiously, England was an outlier in that it went through the religious wars that mired the rest of Western Europe. By Henry VIII and later Elisabeth replacing the Roman Catholic Church with the Church of England, it managed to stave off hardline protentantism while at the same time getting rid of the Roman church hyrarchy and it's excesses that the Protestants were rebelling against. The purges against unrelenting Catholics notwithstanding, England went through the religious wars relatively unscathed.
What would happen if king Arthur, or even king Henry VIII would have to deal with rising protestant sentiments? Apart of OTL England, the the nation that had the least trouble was France. But only after it massacred most of it's hugenot Protestants in what was the original Red Wedding and pushed the rest into exile. Germany had it's 30 years war that ended up drawing in Denmark and Sweden. In the Low Countries this period was called the 70-years war because it lasted so much longer and although it established the Netherlands as the next big player, it pretty much bled dry the counties to the West that now make up Flanders so thoroughly it took them centuries to recover. Spain of course was bogged down fighting the Netherlands.
What course would England take? A new civil war as fierce as in the German and Netherland states? England just barely cane out of the War of the Roses after all. Would it choose for a consequent persecution of all perceived infidel that would make the SPANISH Inquisition look like wussies? Or could Arthur/Henry just switch sides and make Protestantism the state religion?
And if so, what then? Would it again align England culturally with the Scandinavian countries rather then West-European ones? Or would it lean towards the new Dutch equally Protestant republic ?