If she's asking you to convert. Id say dont do it. But if you want to convert to be closer to her, why not?
My wifes family hated me for 3 years after we got married (due to religious beliefs) they have warmed to me now, but there is still some friction. My wife would never have asked me to convert to her families beliefs, cuz then I wouldnt be the person she met and fell in love with.