JEB converted because of his wife, who being Latino, was most likely of that faith. President Bush and his immediate family have no reason to convert to Catholicism.
Other than finding it silly that every time somebody has a slightly different interpretation of one sentence of the bible they form a new church over it, and raise millions to have gym's, swimming pools, and day care centers to steal members from their previous denomination.
But other than finding the above system that runs the protestant world silly, he has no reason.