1) It is flat-out shown in Stars that, before they were incarnated in their current lifetimes, Mars took a vow of celibacy so she could focus on protecting the Princess. Notice when she dies at the end, she says her greatest regret was not kissing Tuxedo Mask. So she "knew" it even when she didn't "know" it.
2) If you notice, Rei's school uniform is different from the standard fuku the other girls wear. That is for a Catholic school. It does not necessarily mean Rei is Catholic, as Catholic schools in Japan have a special reputation for turning out some of the best students (and this is Rei we're talking about), and let's face it, she is still a miho, but the bottom line is, she attends Catholic school.
Maybe if you actually WATCHED the show instead of jerking off to it, you'd pick up on these things.