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Being Catholic plays a role but it's beyond. Yes they are closer to each other and one of them isn't rather closer to Portugal.
Their outlook is similar and have many things in common.
Both are rather conservative nations, they have not been influenced by secular ideas (nazism, communism etc.) by their own will but through oppression and invasion. They have fought together in many wars, their national interests seem converging and many other reasons.
E g Czech and Eastern Germans look similar and friendly to each other in that area. That's like this situation.
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