Sun Woman worships Helios, the Greek god of the sun. Her colorful costume and nom de plume reflect her beliefs, and also probably reflect her powers. Possibly Sun Woman derives her powers from the Greek gods (the ancient pantheons are a reality on the universe depicted in the Top 10 comics).
The Seven Sentinels are transparent analogues to DC Comics' most prominent super-team, the Justice League of America. Sun Woman is an analogue to Wonder Woman, who is also depicted as a devout Greco-Roman religionist.
Sun Woman is a relatively minor character in the colorful and critically-acclaimed Top 10 comics written by Alan Moore and published by America's Best Comics. The original stories were illustrated by Gene Ha and Zander Cannon. The original Top 10 series ran for 12 issues, and has since been followed up by two additional 5-issue limited series, a graphic novel and a few other stories set in the same universe. Sun Woman did not appear until the 7th issue of the original series, and then she appeared only briefly. The Top 10 series does not focus on traditional super-heroes, but instead is a police procedural that focuses on the police officers of the Neopolis Police Department's 10th Precinct - officers who, like everyone else in Neopolis, have super-powers or are otherwise based on fanciful comic book-style characters. Thus, despite the fact that Sun Woman is one of her world's most prominent super-heroines, she plays only a minor role in the Top 10 comics in which she appears.
Even though Sun Woman's first appearance was brief (she was shown in a two-page sequence in Top 10 #7), it was evident that she was a Greco-Roman classical religionist for a few reasons.
First of all, Sun Woman is based directly on Wonder Woman, who is a devout worshipper of the Greco-Roman gods, from whom she derives her powers. In Sun Woman's first appearance, she appeared alongside "Atoman", an analogue of Superman, and "the Hound," who was an analogue of Batman. This trio of legendary super-heroes, analogues of DC Comics' trinity of most popular heroes, arrived at the "Top 10" precinct in Neopolis to protest the arrest of M'rrgla Qualtz, an alien character code-named the "Vigilante from Venus," an analogue for J'onn J'onzz, a.k.a., the "Martian Manhunter," who was a founding member of the Justice League of America alongside Wonder Woman, Superman and Batman.
Secondly, in one of her only two lines of dialogue in this issue, Sun Woman invokes Helios, the Greek god of the Sun.
Above: Legendary super-heroine Sun Woman (a.k.a. Delia Spyros) protests the arrest of the alien M'rrgla Qualtz, her fellow teammate in the Seven Sentinels. Sun Woman here invokes the name of her deity (or one of her deities): Helios, of the classical Greco-Roman pantheon. Sun Woman exclaims: "By Helios! Captain, your department will pay for this!" Sun Woman is flanked by (left to right): M'rrgla Qualtz the Vigilante from Venus, the Hound, and Atoman. [Source: Top 10 #7; written by Alan Moore, pencilled and inked by Gene Ha, layouts by Zander Cannon; published by America's Best Comics: La Jolla, California (2000); page 17.]