"... why is Nicola suddenly a full blown agnostic/atheist wanting to give up church going?"

But why shouldn't she be? She's never seemed to believe in God before (at least that's the way it seems from EoT, which is the only time we really see her thinking and talking about That Kind Of Thing before now). The fact that she's curious about Catholicism seems to be part of her interest in history rather than any real feeling of religion, which she mentally files as "stuff Ann does".