Two of these stations, WFUV and WSHU, are owned and operated by Catholic universities: Fordham University and Sacred Heart University. For them to receive government (CPB) money violates the establishment of religion clause of the first amendment and the principle of separation of church and state.
I know of at least one other catholic station that carries some small amount of public radio programming and its owned by the dioceese but through a licensee that seperates it from the dioscese.