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Actually no. Most who have declared themselves as Albanians, have also declared themselves as Muslims. You are right that there are Albanian speaking people of different faiths, yet they do not affiliate themselves with being Albanian. For example in a recent peer reviewed article by Pieroni who did fieldwork in the Upper Reka region said this of Orthodox Albanian speakers. 
 
Pieroni, Andrea, et al. ""One century later: the folk botanical knowledge of the last remaining Albanians of the upper Reka Valley, Mount Korab, Western Macedonia."" Journal of ethnobiology and ethnomedicine, 9. (1), 2013: 2-3. ""Locals are now exclusively Muslims, but Albanians of Christian Orthodox faith also lived in the villages until a few decades ago. For example, in Nistrovë, one side of the village (with a mosque) is inhabited by Muslims, while the other side was inhabited by Orthodox believers. The entire population of Orthodox Christians migrated to towns a few decades ago, but they return to their village homes sometimes during the summer. Most of the houses in this part of the village are however abandoned even though the Church has been recently restored. According to our (Albanian Muslim) informants, these migrated Orthodox Christian Albanians assimilated within the Macedonian culture and now prefer to be labelled as “Macedonians”, even if they are still able to fluently speak Albanian. Contact between these two subsets of the village communities, which were very intense and continuous in the past, no longer exists today.""

These Reka Orthodox Albanian speakers where the main non-Muslim Albanian population in Macedonia who now identify as Macedonians. There are Catholics amongst the Albanians in Macedonia though their number is very small (in the hundreds and living in Skopje). Most who identify as Muslim also identify as Albanians. See census numbers by settlement and religion also. Book 5 - Total population according to the Ethnic Affiliation, Mother Tongue and Religion, The State Statistical Office, Skopje, 2002, f. 165. As such i will be deleting the tags placed in the info box about Albanians."