That could certainly be a reason for converting, but in her case I think it's just political posturing, brought on by the historian Tom Holland's case for the Christian basis of liberalism.

And if you didn't believe in the core Christian claims, how could converting to that religion provide more solace than the secular distractions? Life is problematic regardless of whether we're religious or not. Pretending to be religious when you're not would be yet another source of anxiety.