Tunaears, when Ella maried, she had not to renounce her faith, she remained lutherian: she was not supposed to become an empress and there was no obligation to change her faith. At the same time, as it is clear from differents letters, her husband and her brother-in-law Alexandre III kept hope she will one day choose orthodoxy, what she eventually did in 1891. And of course, when you convert yourself, that means you renounce your former faith! Hope that's clearer for you.