Brandenburg doesn't inherit the states in the Rhineland for one (or at least, not OTL) if he Karl Friedrich leaves male issue. And the pope would have at least one more Catholic prince north of the Alps he could count on.
I wouldn't count too much on that. Certainly possible, but in the 16th century it is still possible the rulers of Cleves to convert, especialy considering that the rather influential Netherlands is next door. Mind you, I am not saying that they certainly will convert, it is absolutely possible they could remain catholic. I am just saying that at this point everything is possible.