Well, you're making the mistake of thinking that Louisiana is a homogeneous state. It may be true that the majority of the population of Louisiana is Protestant, this really only holds true in the northern and central part of the state. South Louisiana, which gave birth to Mardi Gras, always has and will probably always be majority Catholic.
By the time you reach North Louisiana, that influence has diminished significantly and you'll find that the majority population is now Protestant. It's just that when people think of Louisiana, they think of New Orleans and not much else.