Of course they can be influenced by Christianity, but they should make it a little less obvious. Maybe have a made up word that means crusade. When it comes to the churches I just don't think literally having a Catholic chapel makes any sense. Chapels are designed from the ground up for monotheism and they seem really out of place in a religion that worships many gods. I think each temple should have it's own look that reflects the personality of its patron god.
Thing about Oblivion is that the pseudo-roman Cyrodills therein weren't actually pseudo-romans, but generic Arthurian/Matter of France -derived ponces. As such, their religion was just Catholicism with multiple full-blown deities depicted in in the stained glass, as if the Roman State Cult had survived into the medieval period. But even then, they didn't go far enough- I kept wanting frescoes depicting Arkay's Apotheosis or Aka giving Alessia the amulet on her deathbed.
But anyway...
Consider the http://en.wikipedia.org/wiki/Massacre_of_Verden where Charlemagne massacred pagan Saxons for, amongst other things, refusal to convert to Christianity. Charlemagne, I feel I should mention, is responsible for the very first paladins. In any case, I think that if the Knights of the Nine were to be included in Skyrim, they should be there in a worship the Nine or die capacity.