Well, they can be difficult or even annoying depending on their beliefs. I knew a friend of a PU friend of mine who was super religious, every single message she posted on FB was a Bible verse or sth related to her church activities. A complete church junkie, but it had also to do with the trend of the church she goes to, since many members are like that. The girl was cute, really nice, outgoing and everything but that came to me as a deal-breaker. Even though I do have my own spiritual or "religious beliefs", if you will, but I wouldn't get to the point of being a religious fanatic.
One thing that I have to mention, even though I haven't tried it, is that a PUA friend of mine liked to seduce religious girls like these b/c they represented a challenge to him. He didn't like, pay much attention to their game in that they wanted to "be just friends" or "take it slow" and all they said but focused on HIS game. Later on he would discover that the girls were burning with desire. Hadn't he pushed it further or sticked to his guns, he'd never gotten anything from them. So remember, they're humans just like us, if they seem they don't want a man, they're faking it.
Try getting her phone number to " continue the great and interesting online conversation" next time you see her online and see if she's compliant.