Maybe it has something to do with the fact that the majority of these people:
1)Make a conscious choice to become part of a religion. After all many people may question the religion they were born into, but those who decide to be in a religion are much more likely to be in it because they want to, not because that was how they were raised.
2)Their situation is many times worse before gaining religion. This creates a positive reinforcement for the idea that being in their chosen religion is a good thing and promotes obedience to the ways of that religion more.
Alternative sociological explanation:
When someone is raised with a religion, they learn it from their parents who in turn learned it from their parents, back through the generations to the first convert in your family history. Each generation alters the religious message a little bit, like a game of telephone. Except, instead of making errors, they just omit the more extreme or complicated or, well, goofy-sounding bits of the religion that they don't think their kids can handle being told about without doing something socially inappropriate. As a result, more and more family mores saying things like, "It's OK to ignore the passages saying to [stone adulterers|shun nonbeleivers|not eat pork]; that's not what's really important." until the fires of fanaticism die down to a comfortably lukewarm tradition that just so happens to match the cultural zeitgeist of wherever it is the family lives.
When someone converts to a religion, this doesn't happen. They don't have the long tradition of family mores reassuring them that it's OK to ignore certain parts of the religion as unimportant or outdated. Generally speaking, them read the dogma and accept it at face value, thinking that if they try to ignore some of the less reasonable-sounding provisions, they're failing their new religion and then they'll be just as bad off spiritually as if they'd never converted in the first place. So they go all in with their faith, start stoning adulterers, preaching in the streets and telling more moderate beleivers that they're doing it wrong or that they're not being faithful enough.