But given that she hasn't in fact been exposed to that religion, I don't see how you can blame her (on rational grounds) for not converting to it.

I can't blame her for not concluding that it's true, but I can blame her for concluding that it's false. She knew that there were many, many religions that she hadn't been exposed to. She knew that it would be a huge coincidence for the one she was exposed to to be right. She at least should have been able to guess that there could have been biases that gave a good alternative explanation for this other than that it was a coincidence.