It is complex!
My father's family were Irish Catholics on his father's side (hence the surname Quinn) and English Protestants on his mother's side; his mother converted to RC and he was raised Roman Catholic.
My mother's family were ethnic Lithuanians who moved to St Petersburg two centuries ago and converted to Russian Orthodoxy from Roman Catholicism.  In St. Petersburg, her family did intermarry with Lithuanian ex-patriots and ethnic Russians.  One branch of my mother's family emigrated to America in the late 1800s from St. Petersburg.  Her surname is Lithuanian, therefore, her family still acknowledged their Lithuanian ancestry.  Before my parents married in the late 1930s, my mother converted to RC, and I  was baptized and confirmed in the RCC; they are buried next to each other in a RC Cemetery.  When I spoke to my mother about her conversion, she always said, "I came back home to the faith of my ancestors."