[wwtrv]

Cagots didn't really have an option of assimilating besides moving to a different region, that's what was special about them. Jews on the other hand ussually would do reasonably fine after converting. Of course it varied a lot by location/period and belonging to a group or a specific community was very important in premodern societies. You'd lose your entire support network and while you might be lucky enough to live in a place were other Christians wouldn't be throwing rocks at you you'll probably never be fully accepted (your grandchildren etc. might).