They obviously were not the protestants, CNN didn't claim those numbers, those are how those groups voted in the 1996 election.
Protestants were the most anti-Clinton group.
So what happened to Bob Dole? The active church going Protestants and Catholics that I personally know voted for the Clintons. And as diverse as their religious doctrines are they held one common belief that democrats care about and for the poor. And because of that 'caring' for the common person democrats are more like the Jesus they are taught in church.
Conservatives/republicans went to sleep on their watch, and allowed the image of themselves to be painted by the moderate all knowing and liberal Jon Stewart media mouths. Liberals did their homework and took full advantage of painting the 'compassionate' conservatives as hypocrites and fronts for 'evil' rich.
Now something has to have been going on in these churches to have so many completely ignorant voters regarding the virtues of capitalism versus the bondage of communism, else we would not be where we are this day.