Dolly is casually religious, was never really too into it or raised in an extremely religious environment, but her parents were catholic. Dolly always saw the concept of God as something to be terrified of rather than glad about, and was convinced he would just go to hell anyways so it didn’t really matter what he did. This is another reason Quentin was able to manipulate her into a relationship though- he basically promised her God’s forgiveness and much more through his supposed connection to him.