I don't know, it feels to me like it's necessary to point out how awful this whole thing already is from "looks" alone.
"Timing" is a thing and having "tact" is important for this.
When someone watches a show these details easily get lost because of pacing, but this is how it happened not just for the sake of fitting this into one episode:
Rudeus went to save their parents. Norn is super happy that someone as great as Rudeus is going and now has high hopes.
Rudeus comes back and tells them that they have a "semi-dead" mother and lost Paul, her father (the most important person simply due to how much time she spend with him compared to any one else in her family)
Norn's hopes were obviously entirely crushed, but she was strong enough - as a child - to realize that nothing could've been done if even Rudeus couldn't help it. She understands that Rudy fought hard.
So after this, instead of waiting a week now, he literally pressed the issue with Roxy about one hour later (that's quite likely at most the time he waited) and said:
"Oh and btw, this is going to be my 2nd wive, I bedded her after I felt down and she really helped me there"
(making it sound bland to point to show how absurd the topic/mood switched)
There was almost no reason to declare that immeadiatly, Roxy could've stayed in the house for basically any reason. They are now waiting until the child is born anyway, so why not declare it after something "good" happened to dampen the blow.
In my opinion this was just Rudeus being a little stupid/jumping the gun.
I don't know who exactly influenced Norn towards the Millis faith, but the city they were having their headquarters and when Rudy showed up for the first time is basically the Vatican of that faith. I can't remember why they were there in the first place (out of all places) but thats where they were for the longest time in her life.
Either way she doesn't seem that devouted to me, considering how fast she dropped this issue (which is probably one of the "main features" of that belief), so it's not like her belief is the reason why she hates the idea.
Norn loved her dad because he literally did everything for her and even though he had a really horrible time, was depressed and drunk etc, he still helped everyone to find their relatives whenever possible and worked day in and day out to the point of depression. Probably never lashed out at Norn either.
edit: and perhaps the most important thing.
She was raised by Paul. How do you expect a child he raised to behave
edit2: just realized, even when everything was still alright, Aisha woke up early and helped in the house as a daughter of Lilia who trained her to become Rudeus' servant
While Norn basically woke up all sleepy and pampered getting to "enjoy" being the daughter of a rich/powerful family with servants.