Malcolm - thanks for checking my reference from Bronson. It has stuck in my mind since I read it.

Big Vern and others - the Catholic references could be an attempt to make the ballad sound old. If I wrote a ballad about a bank robbery and had the robbers ride off on horses I would at least be implying that the events of my ballad had happened over a century ago, if at all. Someone making a ballad around 1600 might do the same, especially if they WERE telling an old story, or if they wanted to make it sound like they were not talking about contemporary events.