Yes, I agree that if the Dalish should lose faith in their gods that is no reason why they should automatically convert to the Chantry. However, until such time as they are released, nothing has really changed. The ancient trickster Fen'Harel rubbished the memory of their gods. Well he was the one who imprisoned them so of course he'd be trying to justify himself. Particularly since the Dalish teach they trusted him and he betrayed them. They know their gods are shut away and can't answer them. The revelation about Mythal might give them pause since Lavellan actually met her and so she was able to confirm her murder if nothing else. However, they have based their culture on following a model for living that they believe was given to them by their gods. For all they know it might have been. In any case, it has served them well enough since the fall of the Dales and ensured their continued survival. So there is nothing wrong headed or stupid in having continued "faith" in that.
If the city elves were having a wonderful time of it through being faithful to Andrastrianism, they might think it worth converting but the fact is they aren't and that is not likely to change much even under Leliana. As the story in Masked Empire about the attitude of the University to Celene's suggestion to admit anyone who was sponsored by a noble, "You can lead a horse to water but......."
Also modern Thedas came very close to extinction during the 1st Blight. It was only through the initiative of the first Grey Wardens that civilisation was saved, and some of the knowledge to defeat the Blight did in fact come from elven slaves. So all those old memories handed down turned out to be useful for something.