Are we sure he cares enough about religion to have church shopped? Maybe he doesn’t. Maybe the bad one was close to his house or his wife liked the stain glass windows or something.
According to all the sources, he and his wife attend regularly every Sunday and take active roles in the church: he's an usher and she's a lector who does bible readings. If the members of his parish say they only see the Gorsuch's around Christmas, you may have a point, but by all accounts he's pretty devoted to the church.