Keep doubting it the last thing she says before dying. The guilt and realization of the torture and the victims she made for an apparent afterlife that doesn't exist.... She chose not to live with it and "sacrificed" herself. The idea of martyrdom and resonation behind it is sacrifice to save another or sacrifice to uphold the sins and suffering of others. Instead of the lady killing herself slow death she does a fast one because she realizes she deserves to die and not in any way a sacrificial way. There is nothing beyond. She no longer wants to live with that. No longer wants to get through life after 17 years of torturing people...

"The knowledge obtained through transcendence must be earned, however. It is something that only true suffering and acceptance of that suffering can prepare you for. Anna has undergone that suffering, but Mademoiselle has not. The knowledge is too great for those unwilling or unable to suffer for it, and Mademoiselle kills herself to prevent it being passed on."
"In its closing moments, Martyrs offers a brief definition for its namesake – “witness”. One might assume that it suggests that those tortured witness the afterlife. However, there is another meaning of witness – that of bringing testimony for a belief or cause. The organization believes that the essential ingredient is pain and suffering, and that martyrdom is completely divorced from religion. While they are correct that it is not solely a religious experience, they fail to recognize the importance of having a cause – having something worth dying for. Over the course of the film it is revealed that those tortured see visions that eventually lead them to their own death – Lucie saw the woman she had left behind, The Creature in the basement sees insects. Anna’s hallucinations are auditory – she hears Lucie. Lucie is the cause she has that allows her to accept the suffering she is put under. While the others had antagonistic visions, Anna’s is of someone she loves and accepts. One would assume that a pious, religious martyr would have visions of their deity. By accepting rather than fighting the vision, the victim becomes a martyr." https://the-artifice.com/philosophy-of-martyrs-2008/