In the movie The Conjuring 2 the demon VALAK is always shown wearing a nun's attire. Nuns are the ones who devote their life to god and well being of the society. So what is the significance? Why is the demon wearing the nun attire?
According to an interview in Week in Weird it was (director) James Wan and the real-life Lorraine Warren's idea:
While the name of the demon had been decided upon early on in the process, Wan still hadn’t settled upon the actual design of the demon until the 11th hour. While speaking to Lorraine in passing one day, she mentioned that she had once encountered a swirling vortex with a dark, hooded figure at the center. That bit of information was translated into the demonic nun, which, believe it or not, was added to the story in a series of re-shoots.
Also mentioned in io9:
"Because it is a demonic vision that haunts her, that only attacks her, [Director Wan] wanted something that would attack her faith. Something that would threaten the safety of her husband. And so that was eventually how the idea of this very iconographic image of a holy icon cemented in my head."