I wouldn't let this come between your friendship. Your friend has a right to practice whatever religion she chooses and along with that comes different values and opinions (but just remember that opinions are like a**holes...everybody's got one!)
You should mention to your friend that she can think what she wants about you but do not disrespect you by calling you names.
If she is truly your friend, she will respect your wishes. Who knows, one day she may even put her foot in her mouth!! LOL..I've seen it happen too many times.
I wouldn't worry about not telling her sooner b/c you didn't have to tell her at all. Some things are just better left unsaid. You knew what her reaction was going to be and you were only trying to avoid this situation right here!
Hope this helps~