One possible answer to the question "Are you a Christian?" is "Yes, I’m a Catholic." It is very possible that your non-Catholic Christian friends do not intend to be insulting but are asking as a prelude to "witnessing" to you. By answering their question with a "yes," you are affirming that you are Christian. By adding that you are Catholic, you are informing them of your Catholic affiliation and that you consider Catholics to be Christians.