Well, Bajoran religious figures aren't required to be celibate or unmarried or even particularly restrained. We know Opaka had a family, and Bareil was certainly sexually active. The one doesn't necessarily preclude the other. I just think Kira has other things on her mind right now.
What I found unusual about that development was that I was under the impression that Vedek was a title like Bishop - a senior priest who actually led a congregation. Bareil and Winn both referred to their Orders, as if referring to different denominations that had different interpretations of the prophecies within the larger church. That doesn't strike me as the kind of thing Kira would be interested in. As religious as she is, she doesn't actively preach, she just believes. I can't really see her at the front of the shrine actually leading the service.