Enslaved Yoruba carried to Cuba were required to be baptised and forbidden to worship as they had. The response was to keep serving the orishas while presenting them, in public and to owners and priests, as Catholic saints. That double practice became the religion now called Lucumi or Santeria, and the pairings it produced are not random.
Shango was matched to Saint Barbara. On the surface the match is absurd: a Yoruba warrior king known for virility and violence hidden behind a young Christian virgin martyr. But Barbara's legend has her father behead her and then be struck dead by lightning on the spot, which made her the patron of gunners, artillerymen and anyone at risk from explosion, and her images show her in red with a sword and a tower. Red, the sword and lightning were enough. The correspondence was built on attributes that could be seen in a picture, because a picture on a wall was what had to pass inspection.
The same logic explains the rest of the set. Yemoja was paired with Our Lady of Regla because both belong to the water, Oshun with Our Lady of Charity because both are associated with the river and with gold, Obatala with Our Lady of Mercy because both wear white, Ogun with Saint Peter because Peter holds keys made of iron. In Brazil the pairings differ in detail because the local saints differed, which is itself evidence that the process was practical rather than theological.
How the pairing is understood varies among practitioners today. Some treat saint and orisha as the same being under two names, some as two beings deliberately confused for safety, and some in the diaspora now reject the Catholic layer entirely and are working to strip it out in favour of what they take to be West African practice. The disagreement is live, and it is theological rather than merely historical.