>Catholics
Because liberal revolutionaries in the 18 +19th century in Mexico, France and Brazil were anti-Catholic and Freemasons. These figures committed some rather nasty persecution of Catholics and the hostility has lasted to this day.
Relations were also inflamed by an ex mason who tricked the Church out of money after selling them a false account of masonic rituals involving human sacrifice.
>Protestants
There was some hostility in the US however for the most part because protestant churches did not line up hard with the establishment they didnt come into the same conflict with liberal revolutionaries.
>Orthodox
This is incorrect IIRC being a freemason like in Catholicism is an automatic excommunication for most jurisdictions. Also hightened by the fact that Masonry was an urban and western phenomena - hence very alien to Orthodox countries.