I don't know all the reasons why this happens, but it does - sometimes in extreme ways. We're all different, and some people by nature seem rebellious and independent, and they grow up determined to run their own lives without God - no matter what their upbringing has been.
But that doesn't mean they are beyond God's reach - not at all. Do you remember Jesus' parable of the prodigal son? (You can read it in Luke 15:11-32.) It tells about two sons who grew up in the same family - but in time one son became rebellious and decided he didn't want to be part of that family any longer. The Bible says he "set off for a distant country and there squandered his wealth in wild living" (Luke 15:13).
But when he finally got up enough courage to return home, to his surprise his father forgave him and welcomed him back into the family. The same is true for us when we turn to God, our heavenly Father. He loves us, and no matter who we are or what we have done, He wants to welcome us home.
Pray for your sister, that God will convict her of her need for Christ. Pray too that she won't let her pride get in the way - which it easily could. (After all, it'll be hard for her to admit that she was wrong all these years and you were right.) Most of all, let her know you genuinely love her, and so does God.