A common reaction by some ladies when feeling down, disappointed, depressed, etc, but does every RW share this feeling? No, likely her faith is more than casual would be one of my first reactions. The fact that she visited a monastery just means that she is one of several million RW and RM who will do so this year. We've been once already ourselves as a couple and Mrs M has been to a women's monastery with her mother and our daughter. Visiting monasteries is more common that most of us realize. Many Orthodox faithful try to visit several times a year. Think of it much like a Protestant weekend church camp/retreat. Russia has a rich history of monastic orders, and these are considered as honourable by most of the population so it would not shock most native Russians as it did you.
It doesn't mean that you did or said something wrong, you just shared a moment at a low and she was brave enough to voice it and see how you'd respond. She isn't asking for a pity party, just reporting to you how she felt at that given moment. She is a woman, wait 5 minutes and the her mood will change.
Our youngest voices this once in a blue moon--a sure clue to us that she and her fiance had a quarrel. The sun rises the next morning.