I don't think a smarty or argumentative response is the way to go here. This is a tremendously painful topic for adherents of Monotheistic Religion A because it *is* a monotheistic religion, therefore everyone else MUST be wrong, therefore you aren't going to be with them in whatever form of Valhalla they believe in! What a sad thing for a parent to have to deal with.
It's unavoidable, of course, because you have to follow your own conscious in spiritual matters. I am not the religion my parents are, and we don't discuss it. I don't need for my Mom (my Dad is no longer with us) to be in on that aspect of my life if the knowledge pains her, and it does. Life's too short, why go there.
I think you could try saying two things to your Mom (as well as some of the other excellent suggestions from Art and other PPs): "Mom, I know you're worried because you care about me. I want you to know, I love you too."
, you could lightly say "gosh, Mom, does Your Faith get a lot of converts through nagging? Does that really ever work?