You should definitely make it absolutely, 110%, crystal clear that you have no problem with her being afro-american and that that was just a miscommunication.
What I have noticed about a lot of Christians is that while a lot of them don't follow the teachings of Jesus as closely as I think one should in order to call oneself a Christian (I myself decided that it wasn't for me because in my experience "turning the other cheek" simply doesn't work and only led to more verbal, emotional and occasionally physical abuse), some of them use the religion to hold themselves to a higher standard than they would otherwise. If it seems strange to you that someone could be a trained killer in the army and still worship a God that is supposed to love all things, it might well be the case that an army-life was the only means open to them due to financial reasons and they use Christianity as a way to keep themselves from degenerating into really horrible scum (off-topic for a sec: this is something I can respect... what I have no sympathy for are the people who feel like they can do whatever they want because "...I can just get it all forgiven on Sunday"). Anyway, if it seems hypocritical to you, it might be a good idea to really determine what God means for your gf and how He figures into her life. I mean it has to be a very cautious and carefully-worded discussion on your part, but it would probably be very helpful to clear up some misconceptions for both parties.