And even it let's say for the sake of argument, that Kay HAD converted in the film as well as in the novel.
It would appear that her disgust and horror at the Family Business, the man her husband had become, and the fact that she already had two children that were exposed to it all...would still drive her to the decision of aborting that unborn child. From the intensity and emotion in her monologue to Michael upon admitting to the abortion, it would appear that her desire to NOT bring another of his son's into the world, to do her part end '...this Sicilian thinngggg that's been going on for two thousand years....', would override any desire she might've had to be a good converted Catholic girl.
Oh, yes...she had that abortion.
Apple