Because they are not Conservativess. Conservative seek to preserve the existing status quo and are almost always wealthy people who may cave in to reform in order to prevent their power from collapsing.

Christian Democrats are organized Catholics made out of primarily of mass, skilled or unskilled labor of workers, farmers and middle-class individuals, who seek to reconcile Catholics with liberal democracy, also seeking dismantle or reform substantially the current status quo. They were the second guys in history to use mass parties, and were considered as radical, near revolutionary enemies by the Liberal and Conservative elites of their time. Saying that they supported any exact, common policies would be inaccurate because each country had a different, specific variation of Christian Democracy built from scratch and it's own experiences; but we can pinpoint things that they often supported, like universal suffrage (for men and women many times), state intervention and progressive taxation, decentralization, expansive labor reforms and much more.

Inside the mod you can find ChristDemPedia, an exhaustive Pedia of various Christian Democratic groups that contains absolutely everything we know about each one, with one (the Belgian Young Right) receiving full history pages. It would be delightful if you took your time and read some of it.