I’m not aware of ‘Wheels on the Bus’ being any more related to the Protestant Church than to Kindergartens and grade schools in many countries.
I’m a Bawst’n public school kid from a very Catholic area and I never heard that song until I got saved and started attending a Baptist church . . . I’m 78 and I never heard Jesus Loves me This I know and Amazing Grace and a LOT of music NOW more familiar to the American consciousness