I just noticed on the AS level article, which was mostly correct and pretty helpful, that Leicester is described as favouring Protestants. I think that perhaps he was one of those people who were far more pragmatic than that. In the early part of the reign he certainly supported many Catholics; when this became "unsuitable" (after 1569/70)he started to support only Protestants.
This is a bit of an over simplification really, you will definitely find exceptions to this rule. Another point to make is that his rival, The Duke of Norfolk was a Protestant, his final wife was Catholic but really he married her for her land and little else (as was common at the time - especially for him).
My point is this, to have Dudley=Protestant and Norfolk=Catholic is an over-simplification. I think perhaps the best way to approach this is to consider what kind of power each could hope to gain or influence by using either Protestant or Catholic connections, of course Protestantism "won" so Dudley seems to have been the "victor" and seems to have supported Protestantism all along, that is a suitable rather than fully true portrayal of him.Dudley undoubtedly ended up more influential- he was, after all, still alive.