"... they are not per se "Catholic" Knights."

You may want to reconsider that.  The Code of the Sovereign Military Hospitaller Order of Saint John of Jerusalem of Rhodes and of Malta very specifically states that an indispensable requirement for admission into all three classes of members of the Order is that the person must "profess the Catholic religion".  In particular, Article 113 (Requirements for Admission) under the section on "Common Requirements" says that:

"Par. 1 — To comply with the requirements for admission, the aspirant Knight or Dame must provide proof of profession of the Catholic religion."

In fact, a request for admission into the Order must be supported by a certificate of baptism.  Into the Catholic Church, of course.  ;)