So basically, she was already in. She grew up Catholic, went through the various initiations and so on. I did those too, and I could, in theory, go back if I wanted to, which I don't. The most likely explanation re: Saint Missy Of Greenville is, while she was living alone in Nana's doorless, studio-less, leaky new dream house, she got bored and or did some "soul searching" (which wouldn't take her too long) and, lacking the capacity for any other ideas, decided to check out the ol' local Catholic church for nostalgia's sake. She got to chat with people, check out some cock bulges, and it gave her something to do once a week.
As far as the beliefs go, she clearly doesn't really give a shit, as she cohabitates with an angry, racist, pedophilic ghoul who lives like a child in a world of tweets, toys, old TV shows, and beer. It's more like a social club for her, a place where she can briefly feel better about the dignity she's sacrificed in exchange for that house.