From the Code of Canon Law:
CIC Canon Law (1983)Can. 1183 §1. When it concerns funerals, catechumens must be counted among the Christian faithful.
§2. The local ordinary can permit children whom the parents intended to baptize but who died before baptism to be given ecclesiastical funerals.
§3. In the prudent judgment of the local ordinary, ecclesiastical funerals can be granted to baptized persons who are enrolled in a non-Catholic Church or ecclesial community unless their intention is evidently to the contrary and provided that their own minister is not available.
There is more to canon 1183, but this is what is relevant to the question. This is from the 1983 edition; things would have been different in the 1920s.
If you look at early church burial records, there are many people you would expect to be in the records, but are not. Stillbirths are often not in the very old records.
I have seen many records of stillborn children in the civil records.