All of the Defenders except for Jessica have some kind of religious faith/are influenced heavily by religion. Matt's a devout Catholic, Luke's father was a preacher, Danny was raised by monks who are hinted to be Buddhist. But Jessica makes no reference to religion at all, except to make fun of it or disapprove of the way it's used by some people. I just thought it would be interesting to contrast her agnostic attitude with the rest of the team.