Catholic lands like Norway? Or Prussia? Or the Flemish region of Belgium? Or Japan?
I think there is a correlation between religious beliefs and political form.
I agree. And you will find that in every allegedly "Catholic" dictatorship you will find a population that had already rejected Catholicism in favor of an ideology imported from Protestant England and created there by a German Lutheran named Karl Marx.
Mussolini was a Marxist, not a Catholic. He came from a proudly anti-Catholic home. Adolf Hitler's introduction to political activism came when he joined an anti-Catholic secret society in turn-of-the-century Vienna - and his personal hero was the viciously anti-Catholic Otto von Bismarck. In Orthodox Russia, we all know who Vladimir Lenin's hero was.
The only dictators who could be described as Catholic were Franco and Pinochet, and both these men arose in countries that were locked in a death struggle with emerging Communist dictatorships.
And of course, unlike Italy, France and Spain in the 1930s, Poland and Ireland in the 1930s were devoutly Catholic nations. About 50% of Italians attended Mass on Sunday in Italy in 1930 - in Poland it was over 80% and in Ireland it was a nowadays inconceivable 90% +.
Poland fought tooth and nail against Communist and fascist dictatorship and neutral little Ireland furnished plenty of volunteers in the fight against Nazism.
You are looking at the circumstances of each individual dictator which is valid. I’m speaking in a macro sense — what the populations exposed to the religious traditions did. It may be unfair in that the line of freedom is a brief moment historically in Greece and Rome and then the Anglo/American line which is very young historically. The Anglo American line arose in predominantly Protestant lands rather than Catholic lands, which may be an accident historically, but it seems connected to me.