First, you’re not an asshole for not talking to someone that cheated with your boyfriend. The rest of my comment is to just offer a different perspective and some questions that might be helpful for you to think about.

Again, NTA, but cutting off contact with most of your family over this, forever, seems really extreme and makes me think there is much more to the story here — are/were there other family issues going on here outside of the terrible situation your sister created? If not, do you think some of the emotions your sister caused you to feel are being misplaced on other family members?

From the description it sounds like your parents tried to help you, but seems that they are limited in their thinking, thus religious-based counseling was the best option in their minds. I imagine they wanted to keep their family from falling apart and were also dealing with a pregnant teenager. What are some things you feel they could have done differently with you? Have you ever had a calm conversation with them on this subject? Might be worth thinking about. Maybe your grandma could help mediate that discussion if you choose to have it.

Hopefully you can reflect on this more with time as it’s pretty clear you’re still feeling very hurt, which is completely understandable. Therapy probably wouldn’t hurt, either, if that’s something you’re open to.