Spoiler question about ending

She thought she would become a martyr, a saint. Hence the title of the film. She was deranged.

I think she didn't think it was gonna harm her thus showing to everybody else that she truly was chosen by God or something. She said something earlier along the lines of "...and everybody will see it" and so I connected it to that.

I agree with the other replies. In fact, there was a brief shot of her sprouting angels wings and all the people around her were kneeling in front of her, probably her last conscious fantasy before the flames got her. Then the film cuts to her being consumed by the fire, i.e., what really happened. But the fantasy scene was what she anticipated would happen. (Not a good plan.)