Despite her Mormon ethnicity and family background, she was not a baptized member of the Church. By the time she was born, her mother was no longer a churchgoer. Even in her youth, she considered herself a non-member, growing up among Latter-day Saints. When she returned to Cardston for celebrations in her honor, the leaders of that Latter-day Saint town welcomed her warmly, but also considered her to be non-LDS. They even made wine available for her.
Source: On the Other Hand by Fay Wray