Your niece may think it doesn't matter - and on the surface, she may seem to be right. After all, if neither she nor her future husband take their religious backgrounds seriously, they'll be building their marriage on a common foundation of unbelief.
But in reality it does matter. It matters first of all on a practical level, because some of his relatives may have strong convictions about their own religion, and will insist that the couple join in their festivals or other religious practices. It matters too because some day it will be confusing to this couple's children; which way should they follow - if any?
But the deeper issue is this: What place should God have in their lives? Right now, your niece and her intended have little interest in God; they feel no need for Him and think they can meet life's challenges on their own. But they need God - whether they realize it or not. They need His wisdom to make wise decisions, and they need His love to bind them together into a strong marriage. God loves them and wants what is best for them.
Pray for them, that God will give them a hunger for Himself - one that can only be satisfied by Christ. Jesus came, He said, "so that my joy may be in you and that your joy may be complete" (John 15:11). May this become true for them - and for you.