I am told that the Knights of Columbus was founded in part because the Freemasons and the Catholic Church didn't get along, and thus Italian Americans could not generally join the Freemasons. Columbus was picked as an Italian who was important in America's history, to make it seem both Italian and American. https://en.wikipedia.org/wiki/Knights_of_Columbus#Early_year...
It might seem illogical, and yet less than a mile from where I sit there is a statute of Christopher Columbus, donated by the local Sons of Italy chapter. Generally they get together on this day each year and hold some speeches too. So while it is historically odd, he has become a symbol for many Italian-American groups.
And https://www.nytimes.com/2017/10/09/opinion/christopher-colum...