It seems like, in The Conjuring 2, the writers just thought: "a monster in a nun costume - that seems really cool!"
Then, when they try to build a story around it, they can't get the square peg to fit in the round hole.
It's a nun monastery in Romania. And a demon called Valak. But why is he running around in a nun costume? That story doesn't get developed enough.
A good ghost story always have a mystique and history, but this movie doesn't deliver in that aspect. Instead they seem just to rely on jump scares and cheap thrills.