May 2026? Man, your company surely thinks ahead, huh?

I see no problem with it. It's not as if she would be a Catholic if you did not agree to swap shifts. This is merely a courtesy on your side.

I had a job where I regularly worked Saturdays so the Jєωιѕн manager could have his religious day and I could have mine for Mass on Sunday.  It was a business arrangement, nothing to do with my support of Judaism or his of Catholicism.  
On another job, I worked until 7:15 PM on Tuesdays for three months so a colleague could pick up her child from daycare because the child’s father couldn’t do it. It doesn’t mean I advocated concubinage, having a child out of wedlock, or placing a two year old in daycare. I did it as a favor and because the extra money came in handy!  
Over the years, I’ve swapped shifts, days, and filled in for others just because they asked the favor. Often the person didn’t disclose the reason. I’ve done the same in order to get to Mass on a Holy Day. I may or may not have given the reason, depending upon the person and situation. I believe it’s a violation of law for an employer to require an employee to state the reason for a preplanned absence. Often, it’s just none of others’ business. 
The only reason I’d decline the request is if the colleague told me it was for the purpose of committing a murder or some such crime.