I may not be qualified to answer this question as a person but as a practitoner of magick i do.In my early stages of wicca i was asked that how quickly i had given up my religion to follow another.I couldnt conjure up an answer there but after that i gave it a thought as to what i really want.Would my gods will be happy if i wasnt.Should i really lose myself to win the beliefs of other and then i thought no i couldnt.I chose to find me in the path i follow.Bt this question still lingers what would be your answer to it.
As you said,these are ultimately beliefs,not facts.And of course as human beings living in a modern society,we question,we change and self criticize what we believe,to improve and adapt to the changes of our society.That includes changes in our faith.The speed of this conversion varies from person to person.But,all of this depends and affects the person,not some god(s).This is just my perspective,as I can't know for sure if god(s) exist.
Many of us are born and placed in the religion of our parents. Many people just go along with it because 'my parents were this therefore so am I.' however religion is personal, and there are many paths that will feel right to many [not all] people. To contemplate and soul search and discover a path that you feel completed by, isn't turning your back on your old God, you simply discovered your true path. There's a belief that all paths lead to God, and that all interpretations of the various Gods stem from the same divine entity, so you could look at it as a way to connect with God in a different form.
Don't think of it as turning your back on one God if you don't feel the connection. So long as you have good reasons [not 'because spell casting is cool' more 'it feels right', 'I can connect with the divine', 'it shares my morals'] don't feel bad walking your own path. And don't feel bad if in 5, 10, or 20 years you find a new path or return to an old one. Sometimes what works for you now doesn't work for your later. [Its why many adults don't watch Care Bears, as a kid it was amazing but as adults not so much because you've learned and grown since then]