I know! I always found it really odd she was Catholic. In fact, the first time I read something about her being Catholic I was startled--my first thought was, "She's 19th c. English, for godssakes!" But I'd fogotten about the ep with the confessional (though back in the day, some Protestants had confessionals, and is that our only evidence she's Catholic? I think she made the sign of the cross, which I'm pretty sure only Catholics do.)