The first Latin mass I ever attended was in 2009. It was the Feast of the Exaltation of the Holy Cross, and the homily focused on the traditional story about St. Helena going to Jerusalem and discovering the three crosses, the nails, and the holy sepulcher, which had been buried or covered up in the intervening centuries. It's an old story, dating back to the 4th century, and in that regard has pretty decent historical provenance. On the other hand, it's obviously ridiculous to suppose that, from 33 A.D. to the fourth century the exact three crosses used by Jesus and his two companions in execution were left onsite by the Romans, and the exact nails were still there, all easily identifiable. The priest delivering the homily compared the exaltation of the cross to the renewal of the traditional liturgy made possible by the (then still recent) motu proprio Summorum Pontificum. In a final nod to the absurdity of the St. Helena legend, he said "and if it didn't happen that way, it should have" as if the meaningfulness of the legend trumped the value of historical fact. He left the matter there.
One of the difficulties I ran up against as a teenager, and then later on in graduate school and after, was navigating the contradictions between what should have happened from a Christian perspective and what the consensus of the historians suggests actually did. Probably the most memorable instance of this was the survey course I took in graduate school on the first thousand years of Christianity. The professor teaching the course was a Franciscan who came from a recently-closed graduate program in medieval studies. He was more interested in the academic history of his subject than in catering to the preconceptions or factual needs of Catholic orthodoxy. Unfortunately for him, his students were sensitive young men who were blazing with the religious zeal of the newly professed, and totally uninterested in sitting by while a presumed heretic instructed them in the history of the early church in Jerusalem (presided over by "James, the brother of the Lord"), the probable impact of the dispersion under Titus on Christianity, the apparent (lack of) role of Peter in all this, and so on. The first few weeks of the course were contentious and tense, until we moved to less consequential matters.
The crux of the matter is that for a certain kind of Catholic orthodoxy to be viable, certain things need to have happened. That the donation of Constantine was fake, Pseudo-Denys's works of late composition, the Crusades a mix of foolishness and savagery, and the Inquisition cruel—these are all acceptable propositions to a typical committed catholic. But if Moses didn't exist, if the Pentateuch was of uniformly late composition, if the Exodus never happened, or Jesus had biological siblings—these possibilities are more disturbing. There's also a whole class of propositions somewhere in the middle—the existence of certain saints, the provenance of certain relics, the historical truth of certain miracle accounts and apparitions. To an extent that should be obvious, which historical items matter to Catholics depends on which version of Catholicism they subscribe to. For some, the tilma of Guadalupe is most important. For others it might be the healing stories from Lourdes, or the divine authorship of the Bible, or the authenticity of the pieces of the true cross, or of Padre Pio's stigmata.
What's interesting about the necessity of these various facts for the viability of faith, is that while Catholics sometimes talk in abstract about factual evidence suggestive of the truth of their religion (historical praeambula fidei, as it were), the flow of "evidence" usually goes the other way, from invisible faith to historical assertion. One learns as a Catholic to doubt most secular historians' bona fides, simply because secular academics do not see with eyes of faith. One adopts a series of historical commitments based on the desire to maintain a favorable picture of the Church, or to sustain some theological conviction or pious devotion, or to defend against certain attacks. (Thus the surprisingly large number of people interested in defending the conviction of Galileo by the Roman Inquisition.) When presented with historical evidence, one assesses it through its compatibility with faith, and not primarily its intrinsic credibility. To some extent, the Catholic picture of history is constructed on the basis of the question "Is that what should have happened?"
The phenomenon I'm describing here is not uniquely Catholic, but more or less universal. We form convictions about the world, we form narratives, often simplistic ones, about the past, about good and evil, patterns of behavior, progress and decline. We fill out our narratives with facts and anecdotes. We are skeptical of items that contradict our preconceived notions, we discount things that contradict our metaphysical commitments. Such is the intellectual life of the human race. If any general conclusion should be drawn from the relationship of Catholicism to history, it is that dogmatism and truth seem to make poor bedfellows.
It all looks especially odd, though, when one considers how many bad meta-claims the Catholic faith makes about its own epistemic status. It claims to be a religion grounded in history. It claims that its moral code is inscribed in human nature. It claims that the existence of the particular God it worships can be known by mere reason. It is a religion obsessed with the ideas of truth, knowledge, and illumination. In the long run none of these epistemic claims seem to quite hold up. Instead, one finds oneself squinting in order to make history look like it should for Catholicism to be correct. The natural law ends up being only really available to Catholics, and only "knowable" through faith, bespoke philosophical machinery, and the Church's ever-evolving moral decrees. As for the existence of God, the traditional arguments seem to have lost their luster in recent centuries, and do not (without prior conviction) prove nearly as much as they're supposed to.
But despite all this, the epistemic claims about history and the rest provide a bolstering effect to many embattled catholics, who not only believe what they are taught, but believe that they believe it on the basis of self-evidence, universal reason, and historical fact, and believe that everyone who rejects their faith does so out of malice, moral turpitude, or some "invincible ignorance".
Thus a net of suspicion is cast over the rest of humanity, which provides a protective barrier against any suggestion that things really may not have happened the way they should have.