I think most people think their faith is the "right" faith in comparison to others.
I mean why would you stick with a faith that you thought was second rate to another? Surely if you thought another was better you would change to it. Besides usually you understand more about it than any other.
Even as far as denominations within in faiths (like Christians have baptist, church of England, methodists and a raft of others)people tend to go to the one that has the charactersistics and doctrine that they see as 'correct' and suits them best.
I was raised in a Christian denomination that definitely purported to be better and 'more correct' than others.
I personally don't think it makes you narcissistic but I think it does sometimes give you an inflated sense of self-righteousness. Although it is usually tempered by the other things most faiths see as important - a sense of social justice, giving, living a good honest life etc.
Both my WH and I are Christian. Heck - he is a minister. Yet he still managed to twist his beliefs to make justifications in his head for his cheating.
I can't imagine being able to do that as core in my faith is honesty, faithfulness and integrity. However I bet before my WH was in his affairs he couldn't have imagined doing it either.
The behaviours you describe do seem very self-involved (also very rude "rolling her eyes, smirking, etc making fun of it") and maybe they are narcissistic. The cause of it that is a whole other issue.
Personally I think people who are in affairs frequently exhibit narcissistic behaviours. They have to justify to themselves why it is ok to cheat and lie, Hence the blame-shifting and rewriting of the relationship history.