Because she’s basically a stereotype of the late 80’s/early 90’s rock chick and that was part of the fashion. Really, there’s no deeper meaning behind.
If you look at R- and X-rated movies and pictures, there are plenty of female models and actresses that wear a cross around their neck. Their religious beliefs and their actions are separate. You can identify with a belief system and still do things that religious people would label as immoral.
Look at all the Republicans working to put immigrants in cages, who are churchgoers.