yie: I’m not DaMoshe, but there’s definitely a large, large difference between showing appreciation to someone of a different religion who helps or saves you and converting to their religion out of gratitude. There were, in fact, many Jewish children who grew up in convents and monasteries during the Holocaust who afterward left, lived Jewish lives, but still had the utmost hakaras hatov to those who had risked their lives to help, whether that involved writing letters, visiting, gifts, etc.
There’s a big difference between rewriting history/maligning an organization which saved you and actually joining that organization. I mean, I take that back, there are some shades of gray in this world- pride should not mean that you can’t thank and appreciate the help of a group with whom you disagree!