Why were European monarchs not of the same religion?

The Virgin Mary is Queen of Heaven.  She is the spouse of the Holy Spirit, and is known as Our Lady of La Salette, Our Lady of Lourdes and Our Lady of Fatima.  Catholicism is the One True Faith.  The Church is the Bride of Christ.

You appear to be under the mistaken impression that Europe has always been a united country.

You didn't do well in your history class, they didn't let but dictated who they would marry.

They were all originally Catholic, and had to get permission to do anything from the Pope.  If you controlled the Pope, you controlled Europe.

It was not until protestant reformations started that that all changed, but it only changed in one place at a time.  In England, a monarch was not allowed to be Catholic since they had to head the Church of England (Anglican).  European monarchs seldom fought over religion, it was more over territory, control and power.