From what I've heard today from an AS FO friend...the group in question started their prayers in flight, and in a somewhat loud manner. The FA's weren't told what was going on and did exactly as they're trained to do, and did was prudent at the time. They had left Mexico City (not exactly the safest place in the world), flying to LAX (one of the largest cities on the West Coast of the US...and surely a terrorist target) and were affixing boxes to their bodies with straps. Now given that, you see why they would call up to the Flight Deck and warn the pilots. In the end, they followed their gut feeling and did what they thought was prudent.
Fact of the matter is, you and I were not there. We don't know how it happened, why it happened and what was going through the minds of those making the decisions.
If I were the Captain and one of the FA's calls up and says "We've got a group of people strapping boxes to their bodies and saying prayers", that raises a suspicion to me and I'm not going to "wait and see".
There are certain things that are ok to do on an airplane, and there are things that are going to raise suspicion. This is one of those times when it might have been best to wait for landing.