Gorsuch's family was Catholic for generations and he was raised a cradle Catholic and graduated from a Catholic school. He converted to the Episcopalian faith while at Oxford.
Virtually every case of a Catholic-to-Episcopalian convert is when the individual converting holds views to the left of Catholic theology, so they join a denomination with a virtually identical worship style but much more "progressive" social beliefs (pro-abortion, pro-gay marriage, women priests, etc.)
While its certainly POSSIBLE for a staunch Antonin Scalia type conservative to convert from Catholic to Episcopalian, I have yet to meet a single example of one. It's possible the same way that its possible for a snow storm to happen in Miami.
What about Gorsuch’s wife?
We have never met, but I am one. I will explain to you my thinking.
The thing that is attractive about the ECUSA is that there is absolutely no requirement or even pressure to conform on matters of politics. There is not even pressure to conform on matters of religion. There is a tradition of reason that supports the individual's capacity to discern and decide for himself. This is one leg of the "Three Legged Stool".
So while the clergy is pretty uniformly leftist, I am under no obligation to heed what they say. In fact, I can openly disagree and discuss these matters without it being seen as a challenge to authority. This is in contrast to the Catholic Church of my upbringing, which is also too Lefty for my tastes, but which does not tolerate deviation from the Church's positions with such aplomb.