If it was in the UK, there was a period of time when the monarch was Catholic and burned Protestants at the stake and then the monarch changed and then the Catholics started getting burned. People of the "wrong" religion would have to practice in secret.
And ironically, the people who would be the best off would be the atheists who were willing to pretend to go along with whatever was in control at the time.
If this was in England it may of been an extended priest hole to hide Catholic Priests after the reformation. If there was an entire chapel hidden away it may of been for said priest to conduct mass for the Catholic household in secret.
Hidden chapels are fairly common in Europe during the Reformation when one could not be a practicing Catholic in a Protestant country and vice versa.
There was also a fashion for adding architectural follies, for example there's a tomb in Sir John Soane's home (complete with an egyptian sarcophagus, oddly in spite of its otherwise sort of Italian vibe)[1]