Rhoda and Mary refer to Kathryn Kuhlman; Kuhlman was an Evangelist known for hosting healing services. She married an older evangelist who had left his wife and children for her; Kuhlman justified it to herself and others by saying it was the wife who had left her lover.
In season 3 episode 1, Murray says "Is the pope Catholic?" and Ted takes it at face value -- he just says pensively, "I think so." He must have learned between that episode and this one what the expression really means, because he uses it on Sister Ann in the normal way.