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Christianity does probably play a role in the disappearance of the Picts. They warred against all comers until after they were converted. Subsequent to this, over time, they simply intermarried with the Celts. The infamous Kenneth McAlpin was king of both the Scots and the Picts. There were probably many marriages between Picts and Scots, and eventually the two nations simply merged.

I am beginning to suspect that they were also Celts, simply because there are almost no linguistic traces of them at all. If they were Basque, or Saami, place names at the very least would have survived. You can tell, for instance, where the Danes lived by variations in the accent. But its as if the Picts never were. But if their language was closely related, and they eventually shared a common religion with their Scot neighbors, it would not be so surprising that, having no written tongue, they would have simply "disappeared".

It may be frustrating to historians and for obsessive Pictophiles like us, but it is one of history's happy endings. They weren't slaughtered, they got married.