[lucozade]

From the article

Gladys, who had previously converted to Catholicism and Christian Science, had firm ideas about how her conversion to Islam should go. She wanted it performed ‘on no earthly territory’ so in 1932 she chartered a plane to fly from Croydon to Paris and Khalid performed the ceremony over the Channel

So yes, she was already investigating religions and this appears to have been her idea.

[InfiniteLoup]

The article goes even futher:

“I particularly wanted to become a Moslem in an aeroplane” she is quoted as saying to a journalist who was on the flight with her, “so that I might be as far from earth and as near to heaven as possible.”

Sounds rather like a case of main character syndrome of a bored socialite than that she needed much persuasion to convert.