Is it normal to have a protestant Papacy?
Solution 1:
I wonder who owns Roma in your current game?
Roma is a religious center, so it can't be a very first starting province for protestant reformation or reformed faith. But other 2 centers of reformation appear absolutely randomly in the countries that are 2nd and 3rd to adopt the new faith.
So my guess is that at some point someone else was controlling Roma, not the Papal States, and that someone was 2nd or 3rd to adopt the Reformed faith, and in the unlikely event Roma was chosen as a center.