Personally, when someone makes a big, public declaration of their conversion to a new religion, I take this as their way of saying not just "I'm a _____", but also "being a _____ is so important to me as a person that I couldn't bear to not be and identify as a ______ any longer."
It's actually simpler than that, most of the time. It's more of a "I found this new shiny and what to show off or share my new shiny with others because it makes me so happy! Maybe it will make them happy too, or make them happy for me?"