Whilst Christianity is from the Middle East, the Catholic Faith is from Europe.
We're getting a bit of topic but I don't think so. While it might be from Europe now I think the Roman Catholic Faith can be directly to traced back to the Middle East with early Christians from the time the Romans ruled the "world" setting up shop in Rome.
There are plenty of other Christian Faiths that have originated from Europe, e.g. Anglicans, Presbyterians, Baptists, Lutherans to name a few then there's the Mormons, Jehovah Witnesses and Seventh Day Adventists from the US. So there's plenty of "Western Religions".