Mr Luzzatto said his discoveries did not detract from Padre Pio's importance in religious history or his power to attract millions of followers. He said Benedict XV and Pius XI had also been sceptical about the monk, but Pius XII had encouraged the Padre Pio cult, as did Paul VI and then John Paul II, who presided over the canonisation process.
Mr Luzzatto told Corriere della Sera he had found a note written by John XXIII dated 25 June 1960 recording his receipt of "very serious information on PP (Padre Pio) at San Giovanni Rotondo" from a Vatican investigator, Monsignor Pietro Parente of the Holy Office, who had taken notes and made secret films.
The note says Monsignor Parente "looked, and was, broken hearted". The Pope wrote: "I am sorry for PP, who has a soul to be saved, and I pray for him intensely. What happened - that is, the discovery because of the films - si vera sunt quae referentur (if it is true what they say) - of his intimate and incorrect relations with the women who constitute his Pretorian guard, which even now stands firm around him, leads one to think of a vast disaster of souls which has been diabolically set up to discredit the Holy Church in the world, and especially in Italy."
John XXIII added: " In the calmness of my spirit I humbly persist in believing that the Lord faciat cum tentatione provandum (is doing this as a test of faith), and that from this immense deception will come a teaching of clarity and health for a great many."
Monsignor Parente named three of Padre Pio's "most faithful female followers" as Cleonilde Morcaldi, Tina Bellone, and Olga Ieci, as well as a "mysterious countess", telling the Pope he suspected their devotion to the monk was "not merely spiritual"."
http://www.timesonline.co.uk/tol/comment/faith/article2739751.ece
The ladies that you listed may have been among the “hatpin” ladies who would stick people to get ahead of them in line. Yes, there was a lot of curiosity about Padre Pio, but he rebuked them.