It is very difficult to change the religion. Per say, one who spends his or her child hood with a family and later comes to know that they are not their parents and the new family enter as the real family, the situation could be worst for him/her. Finally moves with the first family only.
Like wise, switching over from the religion which we followed, practiced, lived from the childhood because of some reasons, would be very difficult and one could feel discomfort on it.
Few people are moving from one to another, may be because of some financial gains or family compulsions for marriage or adoption etc, but still they will have the belief on the original where they started learning. It is purely psychological issue.