Yeah, don't do it. It's one thing when it's with a girl who's on the fence about her faith, but banging a girl who's truly devout is totally different.
Besides, if she is that devout, you won't get the chance anyway.
Now I can't speak for every user here in the forum, but the many of us PUA's (myself included) still have at least some degree of moral guidelines when it comes to pick-up.
I know this isn't popular to say on the boards, but if a girl wants to remain a virgin until marriage due to her religious beliefs, then you (and anyone else) do not have the right to take that from her.
Move on, find a girl who doesn't have devout religious ideals.