Christian isn't an "or" with Catholic. Catholic falls under Christian. "What are you: American/Southern" and the like is incorrect.
I've heard East Asians use Christian as their word for Protestant quite a bit. It does seem strange though.
I think this is the generally accepted terminology in for instance Indonesian, but I could be misremembering. It is however somewhat odd in the context of Japan, the East Asian country with which I'm most familiar, because in Japanese history
Kirishitan refers primarily to the Catholic minority that grew in the sixteenth and was persecuted in the seventeenth through nineteenth centuries.