Eventually, the children lost their patience, and one Sunday they waited until the nixie was in church and then ran away. (The Water Nixie.267)
Nixies are supernatural critters, but they still go to church? Yeah, it's mind-bending, but just go with it. Non-humans in fairy tales (ranging from nixies to animals) are often given human ideals and identities (a little thing we like to call anthropomorphism, and religion's just one of 'em.