In the Chinese dialect of Cantonese, the word for "Christ" is Gay Dook (in Mandarin is something like Jee Du; same written, just different in pronunciation -- 基 督 ). When you want to say "Christian" (a follower of Christ), you would say Gay Dook Toe (基 督 徒) which means literally "Christ disciple". In other words, Gay Dook Toe means "Christian". This is a general term for any Christian no matter if they are Evangelical or Catholic (although this may be challenged by some extremists).
But the chinese for "Protestantism" is Gay Dook Gau (基 督 教) which literally means "Christ Religion", whereas the chinese for "Catholicism" is Teen Jue Gau (Mandarin=Tien Zhu Gou -- 天 主 教) which literally means "Heavenly Lord Religion". So as you can readily see, if an evangelical wants to say "Christianity" in english, he would of course say "Gay Dook Gau" even when Gay Dook Gau can also mean "Protestantism" because "Christianity" does mean "Christ Religion" as well even though it historically refers to any or all the religions or faiths centered on Christ.
Revisiting the first paragraph above, the full name for a believer of Protestantism is Gay Dook Gau Suhn Toe -- 基 督 教 信 徒 (Suhn Toe can be simply Toe if combined with a word that is considered in the whole set of "words" (or characters if you will) as a describer. So a "Protestant" would be a Suhn Toe (信 徒) of the Gay Dook Gau (基 督 教). The thing is that in the chinese language, a collection of characters which make up a "word" can often be written and pronounced in a simple form. So Gay Dook Gau Suhn Toe can also be simplified to Gay Dook Toe which, as already mentioned, means "Christian" as well.
But in the Catholic faith, one is stuck using the distinctive name of "Catholic" since a Catholic is called Teen Jue Gau Toe. He could be called Teen Jue Toe (天 主 徒) for short and he may also be called Gay Dook Toe since that also means "Christian" in the general sense. But on top of that is the common attitude of many evangelicals that Catholics are not Christians. So when an evangelical wants to call himself a "Christian" in english, he could get away with saying Gay Dook Toe while at the same time denying that Catholics are Christians because he would call Catholics Teen Jue Gau Toe, see?
Also, Chinese Protestants say Sun (神) for "God", while Catholics say Teen Jue (天 主). So that is a fundamental difference. Actually, Sun is probably a more correct way of saying "God" but for some reason the Catholic missionaries way back then in China (yes, before evangelical ones) didn't feel like using Sun. Further, many evangelicals don't like being referred to as "Protestants" since they are "not protesting against any Church" because they think they *are* the true Church. But that's another issue...