Why does Pi say that we are all born Catholics?

Pi says that, like Catholics, we are all in limbo until we make a final choice.

We are all born like Catholics, aren't we-in limbo, without religion, until some figure introduces us to God? After that meeting the matter ends for most of us. If there is a change, it is usually for the lesser rather than the greater; many people seem to lose God along life's way. That was not my case.