Well, don't be to hard on yourself or question too much about why your kids turned to religion. 80% of the planet is still religious. It is still part of human society and genetic makeup.

Just because you did no indoctrination in the home doesn't mean that none has occured. If your youngest has a mental illness everyone will be telling him things but his intelligence shows through when he taught himself Hebrew. Remember that being religious does not make you dumb, but religion is taught. It's very possible that you have kids saying "Oh, wow! Mom and dad never taught us this."
As for the oldest child now being a born again Baptist, my take on it is that they want to spend their life with this Baptist person. That might be more important to them than any invisible gods.

We all want certainty; we want to believe that we can protect ourselves and those we love. We want to make life easy, by finding someone who can fix everything for us, who can run interference for us and make us safe. The notion of God promises all that. The idea of being born-again tells you that Jesus will be your best friend, and make you all new. Does your son, the born-again Baptist, have a history of difficulty with making friends? Or does his wife serve as his best friend, and he will do anything she asks to keep her?

I had a friend who worked in mental health years ago. She said that many of her clients were fixated on God in one sense or another. If your thoughts are disordered, what way to make sense of them but to look for the hand of god in any idea that occurs to you? It is hard and lonely to realize that we are all on our own, that there's no magic sky captain to swoop in and rescue us when things get bad. It's tempting to hide from that knowledge, and many people find the notion of god a refuge from reality. Don't be angry at your children; recognize how hard life must be for them, and hope they can outgrow this phase and assume the maturity and independence you raised them to claim.

Kids always rebel, so it kind of makes sense. It may just be a phase, pressure due to being in love. Hopefully, you instilled good basic ethics and empathy and it will win out

My totally uneducated guess would be that maybe his bride and her family put pressure on your son to convert before they'd give their blessings to the marriage. Stranger things have happened.