In the US, I believe (and hope) that differentially taxing all religions except one would be found to violate the First Amendment prohibition on establishing a religion.
Right but these are rules set up and regulated by the US government. They didn't need to structure them that way in the beginning. Many countries don't.
Heh makes it sound like the Catholics are entirely funded by Belgium ;)
It's honestly understandable in some of these countries, especially when you consider the deep interconnection many countries have with the church (take Rome as the quintessential example; how many of the tourist hotspots are just churches).