Kale's not Attila. He's not a barbarian or a pagan. He's a Triunist and has been for decades. He's devoted to the culture and values of the (Mes)(Mar)Occidens. Converting just wouldn't be in his character. It would almost feel gamey.
Being a Triunist means he views SA as a variant; it's a short step.
Hireshmont was a priest and elder of Triunism.
Medieval nobles converted for gamey reasons. It's very SMA to adjust your religion for political reasons.