Then ask like this:
How would a Christian knight react if his liege were a Jew?
Would a Muslim lord offer an oath to a Jewish knight?
I doubt such scenarios would exist.
I very much believe they did. Though they were exception, and not the rule.
From my understanding, in many cases the monarchs or a small elite of the nobles would convert to christianity, but their subjects did not follow for quite some time. And then sometimes the next rulers were not of that faith, but everyone under them remained the same. This occurred on peripheral regions of a faith's spread, where it mixed with others.
