Sounds like your asking her what her thoughts are and then following them. For a lot of things, that's not what a parent should be doing.
Religion, however, I think is one where that is the correct action. You can't force someone to believe or not believe. You can only guide them to explore things for themselves.
I would ask her if it's the entire class bothering her or if it really is just the teacher. If it is just the teacher, I'm confident she could go somewhere else for religious studies. It sounds like you have decided there are two options - stay in that class and hope for a different teacher, or stop going. There are lots more.