One side of my family tree, one man married a woman, the daughter of a Minister. It could be similar to that? The rest of the family including siblings (babies/toddlers) all changed their religion. They were all baptised again.
That part of the tree, extremely well documented - they've hoarded every photo, bible, paperwork, artifacts. The bibles are extremely interesting with inscriptions etc.
The one baptism I mentioned ^above - she was baptised in the same church - maybe the family or church lost her paperwork or????