No, she didn't, as I pointed out.
Several catholic princesses were almost at the point of making unequal marriages (on a religious basis).
Hélène of Orléans, prospective bride of Nicholas II and the duke of Clarence, prevented to change religion by her father, comes to mind.
Or Maria Gabriella of Savoy and the Shah of Iran.
One that really jumped the fence (and had some annoyances with the Pope) was Giovanna of Savoy marrying Boris III of Bulgaria, but she never got to the point of being excommunicated.
So, what examples are there of catholic princesses really being excommunicated for marrying protestant/orthodox princes/kings ?
But she didn't get excommunicated for reaching such an agreement; so one presumes that even if she had sons brought up as Lutherans, she would not have faced such a penalty ...
The situation was a double-edged sword, since she and her husband were extremely anxious to have a son for the grand ducal succession. Female succession under the semi-Salic law isn't allowed as long as there are still dynastic males in the house. As it was, the future Grand Duke Guillaume IV had a half-uncle still living, when all six of his own daughters were born.
Prince Nikolaus (who had married morganatically) eventually predeceased his much older half-brother, Grand Duke Adolphe, by several months. Otherwise, had he survived both his half-brother and half-nephew, he would have succeeded to the throne -- and likely de-morganatized his own marriage, to ensure the succession of his own son, Georg.
So with the Merenborgs breathing down their necks, it was that much more imperative for the hereditary grand ducal couple to produce a son -- notwithstanding the fact that any hypothetical son would have been raised in the Protestant faith.