I never have considered her a selfish person...she always wants to do what is best for me in other situations I have encountered, but this does seem like a selfish act.
If she's always been selfless before, I'd cut her some slack on this, especially given your apparent attitude toward illegal immigration. Her "selfishness" consisted of not wanting to lose you and the fear that came with that. This caused her to lie (possibly) or to at least not disclose something to you and yes, that was wrong. No doubt about it. But based on what little you've given us, I'd say to try and find it in your heart to forgive her and then go about trying to rectify her situation.
I think its important to keep in mind that since she came here when she was 15, this was not a situation of her own making. It may be only since she's met you that she has really thought much about the morality of her situation. I don't know. She's still only 22, and yes, as a very young adult she could have voluntarily returned to a country she probably barely remembers, but that would be quite an extraordinary thing to do I think.
My parents don't know her very well mainly due to the fact that she is a very private person, but they do hold the fact that her parents are Catholics strongly against her.
So even though she seems to share your religious sensibilities and I'm guessing those of your parents, they are against her because her parents are Catholic? This is like some sort of original sin that can't be forgiven? There's got to be something more to it, isn't there? If not, and its merely that your parents are anti-Catholic, it would seem like they would be pleased with her for leaving the faith of her parents. I don't get it.