W. changed religions years before running for governor. He became a Methodist in 1979 and had his Evangelical experience in 1985 and ran for governor in 1994.
With Jeb, he didn't become a Catholic for political reasons. He may have wanted to assert himself as a religious churchgoer for political reasons, and his wife's Catholic Church was the obvious choice.
Certainly he didn't have any of the ethnic appeal that might sway Catholic voters, and becoming a Catholic might actually have hurt him with some voters more than it helped him overall.