Melba ... said : to avoid anti-semitism ( no deed poll...) .
We are talking about England and France : full citizenship for the jews in France in 1791 and 1858 in England .
Moreover we are talking about a couple marrying in the twenties in England and maybe in the twenties ( or later ) in France . In those days , like nowadays ,the priest did not only ask if you were catholic , or the minister if you were a protestant ,before marrying a couple, they wanted a proof such as a baptism certificate.
Still , I agree that Julia might have converted .
Be careful and please do not guess too much about this story. This couple have descendants who may not appreciate you doing this . If anyone is really interested in it why not try to ask the descendants ?
At least one of them is publicly mentionned in the snippets I posted.