In an article I read long ago, it stated that she had never gotten involved with Scientology. Her father is a psychiatrist/psychologist/something and that is a big no-no in Scientology. She knew that her father helped people and she questioned that part of their beliefs, along with other parts. She did not wish to dishonor her father, so she never got involved. We all remember Tom's beliefs on psychiatric medicines, Brooke Shields, etc.
Nicole seems to keep things pretty close to the vest. She never bad-mouthed Tom Cruise after the divorce, at least that I read or heard.