Interesting. I agree with others that Nancy is the best person to ask about her expectations. I would want to know the following:
--How much am I supposed to interact with Nancy and her date? Is this "dinner for three" or me sitting there with a book, eating quietly while they talk?
--If they hit it off and want to have more dates, am I expected to be available to attend all of them? Or, was it just a freak occurrence that no one from their church was available, combined with Nancy being fairly new in town, so it's likely to be a one-time thing?
Since I've not encountered this particular religion before, I'm imagining that a friend asked me to participate in a "group outing" with her and a guy she likes, because she's shy/nervous about having a one-on-one date with him right away. If the outing was something I was interested in, I would be perfectly fine doing this once or twice. After that I think it would become awkward and dull for me, especially if--being single myself--it was always just the three of us in the group, and I felt pressured to attend because otherwise they couldn't see each other. I don't think that's a good position to put a friend in. (Not necessarily what's happening in the OP, I'm just trying to relate it to something I can imagine better.)