A lot of the reasons that you gave for switching religions fall quite short of the "message from God" you stipulate. Though given that almost anything could be thought of by the individual as a "message from God" or a calling, what would appear as an insufficient reason for us could be seen as a very significant calling by the individual switching.
Disillusionment can certainly be a good cause and one that does deal directly with religion. It appears often in ex-Christians' deconversion stories. It may also figure into evangelical pollster George Barna's observation that most "church-growth" is simply the redistribution of members moving from one church/religion to another. I'm sure that in a number of cases, after trying too many churches and getting disillusioned with each and every one, the individual finally ends up giving up on churches altogether.
Marriage can be a big reason, but it really doesn't deal that much with religion, but rather with family dynamics (including dealing with the in-laws). In many cases, that conversion would be more of a token gesture, though the convert may end up taking the new religion more seriously than the family members who had grown up in that religion.
For example, my father's family having been almost entirely Irish, he was born Catholic. But then one day his father, who had never before had much use for religion, got religious and joined a Protestant church, so in order to keep the family together, my grandmother and the kids all converted too. But then the church leaders cheated him in a business deal and he went back to having no use for religion, but my grandmother remained a devout Protestant for the rest of her long life. My father also attended regularly, but he was becoming thoroughly disillusioned because of the hypocrisy he saw, though he continued to attend regularly for his mother's sake until he turned 21.
My father's uncle, who had remained Catholic, married a non-Catholic who converted to RCC. She became a devout Catholic and used to badger my mother to have us convert too.
Birth -- this is a non-reason. It does not involve switch religions, but only the child's religion being determined by accident-of-birth.
Slavery/Conquest -- Conversion being physically forced on the individual. While this has happened in wide areas, it doesn't really have much bearing on the discussion. Unless we were to be invaded and conquered and the populace were forced to convert.
Though a variation of this is the situation of foreign students being sponsored by and supported by religious groups and then once they're hear are required to convert. We personally knew one such student the Mormons brought in from South America and then tried to force to convert.
Economic advantages. More pervasive that one might think. A plumbing contractor we worked with decided to move to southern Utah. He returned in less than a year. Part of the reason for his return was that he discovered that he could only work part of the year due the ground freezing (hard to do outside trench work under those conditions). But the other part was that, in order to get any work, he would have had to become Mormon.
Similarly, politicians find that in order to get elected, they need to affiliate with established religions that have a large enough voter base.
There would also be social pressures. Conventional wisdom is that some single people join a church looking for a spouse. Two the conservative Christian megachurches here have very large and active singles ministries (the count at one is about 15,000 singles). How many there are truly called to that religion and how many are just nominally members in order to partake in that singles scene?
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