Having once written an article on this i can tell you there are few real links but some extremely tentative ones. The most obvious one is the fact that city were started by a Protestant church, Gorton st marks. But I think more of it come from united's popularity with the Irish, and their immigrants. Bizarrely I believe Ireland's love affair with united has many of its roots with George best who was a hero to caholics even though he was Protestant. Many of Manchester and the north west's big catholic population( of which I'm one) have Irish roots and therefore a loose connection has been made between united and Catholicism. United fostered some cod-relationship with celtic in the 70s and 80s too.City's Protestant links are tentative and a reaction to that really. I suspect there are some historical geographical facts from before the slum clearances which could have had influence too. I know Salford has a big Irish population. A lot of the Jewish population have always followed city too for some reason. The main stand in the 70s was half full of Jewish blokes in sheepskins smoking cigars.