Let's review: It's a cult!
Sorry fella, you let your small head do the thinking and this is where it has gotten you.
Step back, look at it objectively and have a damn good think as others have already said.
She will be the main one in the firing line over this sort of infringement of stupid cult rules, she will then have to choose to continue seeing you or not, if she continues to date you against their interference then more problems will come her way.
Do not get baptised just to be with her, that is the dumbest move possible.