Phil Donahue was married to Danny Thomas' daughter, Marlo. Danny Thomas was Catholic? but was with the Masons?
Sad but true. If I had to guess, I'd say that either nobody ever told him it was incompatible with the Catholic Faith (I doubt the Masons ever mention that to a Catholic prospective member), or that some modern priest told him it was okay.
The Freemasons don't mind Catholics being members, in fact they probably view it as like winning a trophy or something ---
"look, we got another one!".