I do think Rush has good instincts as to the truth about religion as well as politics without being infallible in either. Stranger conversions have occurred. I would not be surprised, if he lives long, if he dies Catholic.
Religion has not been a big part of Rush's life but it may become a much bigger part. St. Augustine was a very substantial sinner late in his short life but, from the time that his mother's siege of heaven was answered by his conversion, he got an awful lot done in the time that remained.
It seemed that when he was in NYC he spent some time w/Cardinal O'Connor; he was able to negotiate some pretty tricky doctrinal matters clearly on his show when necessary (not often.)
His brother's pastor is/was a FReeper. I think they're Baptist.