She continued, “When things get bad enough, your only resort is to lie in bed and start praying. I don’t know about congregating once a week in a church and all that, but when I heard there is a divine power you can call on, I did. I suppose my approach to religion is like my approach to music – I take what I want and leave the rest.”
It’s pretty clear that Lana is a spiritual woman, regardless of her decision to attend church gatherings.
Source: https://www.distractify.com/p/lana-del-rey-religion