Just my two cents, but it would be horribly dumb for two characters (Sister and Templar) to both not consider the possibility of worst case scenarios. I could understand how the Sister's naivety and faith might play into the part of her declining extra protection due to simply not believing it a necessity, but it would be a fairly big oversight for the Templar to simply believe he's capable of protecting her from anything and not giving her an extra layer of protection just in case.

Then again maybe the two just aren't as pragmatic. Or something. Am working on the Sage.