Lalla Salma obviously got it in October 2004, during a charity visit of then Queen Paola to Morooco. It was obviously not given on the occasion of an official state visit, but, from what I could find, in honor of charitable work.
Maybe that's a good enough explanation for not getting her the red sash Order.
ETA: There does not seem to be any religious precodition for 1st and 2nd tier orders, as e.g. the Order of the Leopold was given to Abdullah of Jordan and Rania by Philippe, as well as to Erdogan and Xi Jingpin, which all are not of Christian religion.
M6, in turn, is even listed for Grand Cordon of Order of the Leopold (i.e. 1st tier), but without proof in Wiki - but apart from Lalla Salma, also Lalla Hasma, Lalla Asna and Prince Moulay Rachid are listed as proven recipients of Leopold II, the same day as Lalla Salma.
Then again, even Wax & Max got their pink Leopold only in 2016, before, they had the red one only.
Interesting. I never knew they only had Leo II. I'd love to know how they decide this.