I used to live i Kazakhstan.
Most Kazakhs are Muslim, although they are not very heavy in their practices. It is (or was then) pretty much like most people in UK will still say they are C of E on a form, or we have the bishop at remembrance day events, it was a sort of cultural Islam.
The Kazakh nationalist said, very strongly, that to be Kazakh was to be Muslim. And along with that was the idea that to change to anything that wasn't Muslim was letting your tribe down.
As I said, most Kazakhs didn't take their faith seriously, and saw it as part of their cultural heritage. But there were those who went to the mosque, fasted, prayed and were very serious about their faith. They themselves saw a difference between their nationality and their faith and urged their fellow countrymen to come and join in their faith 'properly'
But we knew a load of Kazakhs who were Christian. They were very serious about their faith. they had a set of Christian beliefs, some of which went completely against Muslim beliefs. They would not participate on Islamic ceremonies or go to the mosque. They were clear that they had changed their religion, and their new faith was nothing to do with Islam.
At the same time they were passionate about their nationality and country and still did all the traditional ceremonies, in some cases within the church and in some cases they were not of any religion. The church was very Kazakh, nothing like a UK church, full of what is normal culturally for Kazakhs.
So, no, while there are massive overlaps in terms of culture, nationality is not the same as religion