Disclaimer: I'm not saying all Buddhist converts (which I think is most of us here) are like this. Maybe some, that's me included.
I think the problem with most religious converts is they come to Buddhism, or any religion in particular, thinking that there's something to be fixed or there's something better. And that something more fulfilling than this world of coming and going is available if we gain something or sit enough or be good enough. It's always not quite enough. And although some teachers will flat out and directly say that there isn't, it still takes a very long time for me and others to really let it sink in.
In some ways, the people who practice the religions that they were born with and are content with it are kind of lucky. For example, some in Christian religions just live their lives as best they can while having faith that everything has a reason and they're ok with it. And they go on with their daily lives. It's us (well some of us!) who have the bad karma of having to go through all this just to realize that there's really really nothing to go to or to do.
Well, that's just my impermanent and imperfect opinion right now. Haha. If you ended up reading this far, thank you for reading this little passing thought. I wish you well.