Mistaken Identity

I was talking with someone today who knows me but apparently doesn't know me that well. We were making small talk waiting for some other people to show up when the following conversation took place:

Them: "What church is it that you go to?"
Me: "St. X" [no, not St. Andrew's. . .]
Them: "Oh. What denomination is that?"
Me: "Roman Catholic." [I know, I know, it's not a denomination.]
Them: "Really?! I thought for sure you were Baptist!"

No comment.