First of all, religious ideas travel much more freely than languages. Christianity spread without Aramaic, Buddhism did not carry much Pali with it, etc. I would even argue that Islam spread in a much deeper way than Arabic, despite the central place of that language in that particular religion. The reasons for this are almost self-evident. It's a lot easier to adapt new religious ideas than it is to adapt a new language. Religious ideas are necessarily translated into local languages, even where the original languages of those religious movements do follow to some degree.
Secondly, the question seems to assume an absence of linguistic influence, but the evidence for that assumption is not clear. We should acknowledge that Greek had an obvious linguistic influence in Western Europe. That influence may have taken place through similar channels (i.e. the same trade routes) as the eastern ideas that influenced Catharism. Your observation might imply a hypothesis that Greek influence may be more evident in a southern language like Occitan as compared to French, but I have no idea whether linguists have already looked at this and what they have or have not found.
