People of one religion will often choose to join the religion of their partner so that their children aren’t confused by their parents having different beliefs.
Whether Vance’s wife is still a devout Hindu hasn’t appeared in any article I’ve read. If she changed her religion, fine for her. If she kept to the faith of her childhood, fine for her.
What’s important is that she raises children to be good and decent human beings, and it sounds like the Vances are doing exactly that.
I’d have to look again, but I thought I read that they are or may both be devote or practicing Catholics. It’d be interesting and I’m sure they’ll get asked how their raising their kids. But again, She and the kids are not running for VP or future president, so it shouldn’t matter.